First-Passage Densities of a Two-Dimensional Process (Q4730578)
From MaRDI portal
scientific article; zbMATH DE number 4115689
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First-Passage Densities of a Two-Dimensional Process |
scientific article; zbMATH DE number 4115689 |
Statements
First-Passage Densities of a Two-Dimensional Process (English)
0 references
1989
0 references
first-passage density
0 references
Brownian motion
0 references
moment generating function
0 references
optimal control
0 references
