On Markov chain approximations for computing boundary crossing probabilities of diffusion processes (Q6148883)
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scientific article; zbMATH DE number 7787416
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Markov chain approximations for computing boundary crossing probabilities of diffusion processes |
scientific article; zbMATH DE number 7787416 |
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On Markov chain approximations for computing boundary crossing probabilities of diffusion processes (English)
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12 January 2024
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boundary crossing probability
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diffusion processes
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Markov chains
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