More general problems on first-passage times for diffusion processes: a new version of the fptdApprox R package (Q278369)
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scientific article; zbMATH DE number 6576020
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | More general problems on first-passage times for diffusion processes: a new version of the fptdApprox R package |
scientific article; zbMATH DE number 6576020 |
Statements
More general problems on first-passage times for diffusion processes: a new version of the fptdApprox R package (English)
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2 May 2016
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diffusion processes
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conditioned and unconditioned first-passage times
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Volterra integral equations
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FPTL function
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