A note on the evaluation of first-passage-time probability densities

DOI10.2307/3213736zbMath0534.60069OpenAlexW2325838085MaRDI QIDQ3317848

No author found.

Publication date: 1983

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213736

zbMATH Keywords

first passage times

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60)

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