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zbMath1119.60064MaRDI QIDQ3422332

Mario Abundo

Publication date: 13 February 2007

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

moving boundary maximum process scalar diffusions first passage time density

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60)

Related Items (1)

On the construction of a special class of time-inhomogeneous diffusion processes

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