First-passage-time densities for time-non-homogeneous diffusion processes (Q4364869)
From MaRDI portal
scientific article; zbMATH DE number 1088721
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First-passage-time densities for time-non-homogeneous diffusion processes |
scientific article; zbMATH DE number 1088721 |
Statements
First-passage-time densities for time-non-homogeneous diffusion processes (English)
0 references
7 July 1998
0 references
Volterra integral equations
0 references
varying boundaries
0 references
exogeneous factors
0 references
lognormal diffusion process
0 references
