Pages that link to "Item:Q5415099"

The following pages link to Joint Densities of First Hitting Times of a Diffusion Process Through Two Time-Dependent Boundaries (Q5415099):

Displaying 17 items.

• Multi-stage sequential sampling models with finite or infinite time horizon and variable boundaries (Q334471) (← links)
• Approximation of the first passage time density of a Wiener process to an exponentially decaying boundary by two-piecewise linear threshold. Application to neuronal spiking activity (Q335096) (← links)
• On the densities of certain bounded diffusion processes (Q547272) (← links)
• On the first hitting time of a one-dimensional diffusion and a compound Poisson process (Q708789) (← links)
• Liquidation risk in insurance under contemporary regulatory frameworks (Q784414) (← links)
• First passage times of two-dimensional correlated processes: analytical results for the Wiener process and a numerical method for diffusion processes (Q898953) (← links)
• A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes (Q1668539) (← links)
• First hitting time of Brownian motion on simple graph with skew semiaxes (Q2157409) (← links)
• Exit problem for Ornstein-Uhlenbeck processes: a random walk approach (Q2188138) (← links)
• Approximation of exit times for one-dimensional linear diffusion processes (Q2210603) (← links)
• Asymptotics of two-boundary first-exit-time densities for Gauss-Markov processes (Q2283669) (← links)
• Hitting times, occupation times, trivariate laws and the forward Kolmogorov equation for a one-dimensional diffusion with memory (Q2856040) (← links)
• A characterization of the first hitting time of double integral processes to curved boundaries (Q3516400) (← links)
• (Q3990291) (← links)
• Conditioning two diffusion processes with respect to their first-encounter properties (Q5054702) (← links)
• Exact simulation of first exit times for one-dimensional diffusion processes (Q5108959) (← links)
• Joint distribution of multiple boundary local times and related first-passage time problems with multiple targets (Q5857411) (← links)