Limit at Zero of the First-Passage Time Density and the Inverse Problem for One-Dimensional Diffusions (Q3423709)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit at Zero of the First-Passage Time Density and the Inverse Problem for One-Dimensional Diffusions |
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Limit at Zero of the First-Passage Time Density and the Inverse Problem for One-Dimensional Diffusions (English)
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15 February 2007
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first-passage time
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first-passage time problem
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inverse first-passage time problem
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moving boundary
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Brownian motion
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Feller diffusion
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stochastic differential equation
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