Joint Densities of First Hitting Times of a Diffusion Process Through Two Time-Dependent Boundaries (Q5415099)
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scientific article; zbMATH DE number 6293581
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint Densities of First Hitting Times of a Diffusion Process Through Two Time-Dependent Boundaries |
scientific article; zbMATH DE number 6293581 |
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Joint Densities of First Hitting Times of a Diffusion Process Through Two Time-Dependent Boundaries (English)
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9 May 2014
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first hitting time
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diffusion process
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Brownian motion
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Ornstein-Uhlenbeck process
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copula
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