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FIRST PASSAGE TIME PROBLEMS AND SOME RELATED COMPUTATIONAL METHODS - MaRDI portal

FIRST PASSAGE TIME PROBLEMS AND SOME RELATED COMPUTATIONAL METHODS (Q3965368)

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FIRST PASSAGE TIME PROBLEMS AND SOME RELATED COMPUTATIONAL METHODS
scientific article

    Statements

    title
    FIRST PASSAGE TIME PROBLEMS AND SOME RELATED COMPUTATIONAL METHODS (English)
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    author
    L. F. Favella
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    M. T. Reineri
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    Luigi M. Ricciardi
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    Laura Sacerdote
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    publication date
    1982
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    Mathematics Subject Classification ID
    60J70
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    60J65
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    92F05
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    zbMATH DE Number
    3787806
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    zbMATH Keywords
    numerical methods
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    first passage time
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    Ornstein-Uhlenbeck processes
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    OpenAlex ID
    W2041366733
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