Pages that link to "Item:Q3133494"
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The following pages link to First hitting time of integral diffusions and applications (Q3133494):
Displaying 16 items.
- Concentration of first hitting times under additive drift (Q306489) (← links)
- Tails of the first hitting times of linear diffusions (Q329126) (← links)
- Density of generalized Verhulst process and Bessel process with constant drift (Q507027) (← links)
- Recurrent first hitting times in Wiener diffusion under several observation schemes (Q746131) (← links)
- The randomized first-hitting problem of continuously time-changed Brownian motion (Q1634350) (← links)
- A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes (Q1668539) (← links)
- Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)
- Fractionally integrated Gauss-Markov processes and applications (Q2038125) (← links)
- On the expectation of normalized Brownian functionals up to first hitting times (Q2448526) (← links)
- On asymptotic behavior of solutions of linear inhomogeneous stochastic differential equations with correlated inputs (Q2680508) (← links)
- The first hitting time of stochastic volatility models (Q3132376) (← links)
- A characterization of the first hitting time of double integral processes to curved boundaries (Q3516400) (← links)
- (Q3990291) (← links)
- Efficiency of institutional spending and investment rules (Q5117681) (← links)
- (Q5477443) (← links)
- Pricing discretely monitored Asian options under regime-switching and stochastic volatility models with jumps (Q6182318) (← links)
