Pages that link to "Item:Q966509"

The following pages link to Boundary-crossing identities for diffusions having the time-inversion property (Q966509):

Displaying 19 items.

• Hitting time for Bessel processes-walk on moving spheres algorithm (WoMS) (Q389064) (← links)
• Existence and uniqueness of solutions to the inverse boundary crossing problem for diffusions (Q655577) (← links)
• Valuation of contingent claims with mortality and interest rate risks (Q732668) (← links)
• Lie symmetries methods in boundary crossing problems for diffusion processes (Q829565) (← links)
• On maximal inequalities for stable stochastic integrals (Q867115) (← links)
• Boundary-crossing identities for diffusions having the time-inversion property (Q966509) (← links)
• Geometry of distribution-constrained optimal stopping problems (Q1626603) (← links)
• Further studies on square-root boundaries for Bessel processes (Q1663749) (← links)
• On the semi-group of a scaled skew Bessel process (Q1726774) (← links)
• (Q1764189) (redirect page) (← links)
• On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes (Q1945282) (← links)
• Boundary non-crossing probabilities for fractional Brownian motion with trend (Q2804017) (← links)
• Efficient Estimation of One-Dimensional Diffusion First Passage Time Densities via Monte Carlo Simulation (Q3094686) (← links)
• On the First Time that a 3-D Bessel Bridge Hits a Boundary (Q3145423) (← links)
• Boundary crossing identities for Brownian motion and some nonlinear ode’s (Q3190385) (← links)
• The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach (Q3464423) (← links)
• The first-passage density of the Brownian motion process to a curved boundary (Q4018323) (← links)
• Stochastic Integrate and Fire Models: A Review on Mathematical Methods and Their Applications (Q4567932) (← links)
• The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues (Q6090350) (← links)