Pages that link to "Item:Q3477771"

The following pages link to On the two-boundary first-crossing-time problem for diffusion processes (Q3477771):

Displaying 28 items.

• Comparing fixed and collapsing boundary versions of the diffusion model (Q313081) (← links)
• Multi-stage sequential sampling models with finite or infinite time horizon and variable boundaries (Q334471) (← links)
• Modeling perceptual discrimination in dynamic noise: time-changed diffusion and release from inhibition (Q396229) (← links)
• A simple model for market booms and crashes (Q468121) (← links)
• On the densities of certain bounded diffusion processes (Q547272) (← links)
• Fast solutions for the first-passage distribution of diffusion models with space-time-dependent drift functions and time-dependent boundaries (Q825151) (← links)
• Lie symmetries methods in boundary crossing problems for diffusion processes (Q829565) (← links)
• Boundary sensitivities for diffusion processes in time dependent domains (Q853852) (← links)
• Brownian motion hitting probabilities for general two-sided square-root boundaries (Q973029) (← links)
• Stochastic dynamic models of response time and accuracy: A foundation primer (Q1584805) (← links)
• Some conditional crossing results of Brownian motion over a piecewise-linear boundary (Q1871214) (← links)
• A note on the asymptotics of lattice paths with general boundaries (Q1923401) (← links)
• Numerical approximations to distributions of weighted Kolmogorov-Smirnov statistics via integral equations (Q2001260) (← links)
• A stochastic model in tumor growth (Q2201866) (← links)
• On double-boundary non-crossing probability for a class of compound processes with applications (Q2282550) (← links)
• On the effect of a therapy able to modify both the growth rates in a Gompertz stochastic model (Q2435991) (← links)
• On the NBU ageing notion within the competing risks model (Q2492500) (← links)
• On the distribution of the first exit time and overshoot in a two-sided boundary crossing problem (Q2945783) (← links)
• Exit probability levels of diffusion processes (Q2964052) (← links)
• On first-passage-time and transition densities for strongly symmetric diffusion processes (Q4343829) (← links)
• (Q4551018) (← links)
• Pricing and static hedging of European-style double barrier options under the jump to default extended CEV model (Q4683115) (← links)
• On first–crossing times of one–dimensional diffusions over two time–dependent boundaries (Q4949460) (← links)
• Primordial black holes from metric preheating: mass fraction in the excursion-set approach (Q5027447) (← links)
• Conditioning two diffusion processes with respect to their first-encounter properties (Q5054702) (← links)
• Joint Densities of First Hitting Times of a Diffusion Process Through Two Time-Dependent Boundaries (Q5415099) (← links)
• Diffusion models with time-dependent parameters: an analysis of computational effort and accuracy of different numerical methods (Q6134077) (← links)
• On Markov chain approximations for computing boundary crossing probabilities of diffusion processes (Q6148883) (← links)