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Time-inhomogeneous Feller-type diffusion process with absorbing boundary condition - MaRDI portal

Time-inhomogeneous Feller-type diffusion process with absorbing boundary condition (Q2034635)

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scientific article; zbMATH DE number 7362035
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Time-inhomogeneous Feller-type diffusion process with absorbing boundary condition
scientific article; zbMATH DE number 7362035

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    Time-inhomogeneous Feller-type diffusion process with absorbing boundary condition (English)
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    22 June 2021
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    transient distributions
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    first-passage time densities
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    periodic intensity functions
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