Smoothness of first passage time distributions and a new integral equation for the first passage time density of continuous Markov processes (Q4706210)
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scientific article; zbMATH DE number 1931290
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smoothness of first passage time distributions and a new integral equation for the first passage time density of continuous Markov processes |
scientific article; zbMATH DE number 1931290 |
Statements
Smoothness of first passage time distributions and a new integral equation for the first passage time density of continuous Markov processes (English)
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2 December 2003
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first passage time density
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moving boundaries
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continuous Markov processes
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Brownian motion
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Ornstein-Uhlenbeck process
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Volterra integral equation
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