Construction of first-passage-time densities for a diffusion process which is not necessarily time-homogeneous (Q3988134)
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scientific article; zbMATH DE number 32128
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Construction of first-passage-time densities for a diffusion process which is not necessarily time-homogeneous |
scientific article; zbMATH DE number 32128 |
Statements
Construction of first-passage-time densities for a diffusion process which is not necessarily time-homogeneous (English)
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28 June 1992
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lognormal process
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first-passage-time probability density functions
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Kolmogorov equation
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