On the evaluation of first-passage-time probability densities via non-singular integral equations
type: Item
instance of: scholarly article
title: On the evaluation of first-passage-time probability densities via non-singular integral equations
zbMATH Open document ID: 0668.60068
DOI: 10.2307/1427196
published in: Advances in Applied Probability
publication date: 1989-01-01T00:00:00Z
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 4094531
zbMATH Keywords: first-passage-time
zbMATH Keywords: Ornstein-Uhlenbeck processes
zbMATH Keywords: reflecting boundary
zbMATH Keywords: Wiener process with a reflecting boundary
Wikidata QID: Q63434471
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.2307/1427196
OpenAlex ID: W2323519400
Recommended article: On an integral equation for first-passage-time probability densities
Recommended article: A new integral equation for the evaluation of first-passage-time probability densities
Recommended article: A note on the evaluation of first-passage-time probability densities
Recommended article: A note on the Volterra integral equation for the first-passage-time probability density
Recommended article: On some integral equations for the evaluation of first-passage-time densities of time-inhomogeneous birth-death processes
Recommended article: On evaluations and asymptotic approximations of first-passage-time probabilities
Recommended article: On the numerical evaluation of first-passage-time probability densities for one dimensional diffusion processes
Recommended article: First-passage-time densities for time-non-homogeneous diffusion processes
description: scientific article