fptdApprox

swMATH6381CRANfptdApproxMaRDI QIDQ18507

Approximation of First-Passage-Time Densities for Diffusion Processes

Patricia Roman-Roman

Last update: 29 October 2023

Copyright license: GNU General Public License, version 2.0

Software version identifier: 2.4, 1.0, 1.1, 1.2, 2.0, 2.1, 2.2, 2.3, 2.5

Description

Efficient approximation of first passage time densities for diffusion processes based on the First Passage Time Location (FPTL) function.

Described by source

• An R package for an efficient approximation of first-passage-time densities for diffusion processes based on the FPTL function

Related Items (5)

More general problems on first-passage times for diffusion processes: a new version of the fptdApprox R package ⋮ Modeling tumor growth in the presence of a therapy with an effect on rate growth and variability by means of a modified Gompertz diffusion process ⋮ Estimating a non-homogeneous Gompertz process with jumps as model of tumor dynamics ⋮ On the effect of a therapy able to modify both the growth rates in a Gompertz stochastic model ⋮ First-passage-time location function: application to determine first-passage-time densities in diffusion processes

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