First passage probabilities of one-dimensional diffusion processes (Q2355250)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First passage probabilities of one-dimensional diffusion processes |
scientific article |
Statements
First passage probabilities of one-dimensional diffusion processes (English)
0 references
21 July 2015
0 references
diffusion processes
0 references
first passage probability
0 references
boundary crossing probability
0 references
Markov chains
0 references
Skorokhod approximation
0 references
0 references
0 references
0 references
