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First-passage-time distribution for variable-diffusion processes - MaRDI portal

First-passage-time distribution for variable-diffusion processes (Q2403241)

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First-passage-time distribution for variable-diffusion processes
scientific article

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    title
    First-passage-time distribution for variable-diffusion processes (English)
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    author
    Liberty Barney
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    Gemunu H. Gunaratne
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    publication date
    8 September 2017
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    Mathematics Subject Classification ID
    82C31
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    91B60
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    60J65
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    60J60
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    zbMATH DE Number
    6772957
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    zbMATH Keywords
    stochastic processes
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    first-passage-time distributions
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    investment horizon
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    OpenAlex ID
    W2598662188
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