On evaluations and asymptotic approximations of first-passage-time probabilities

Advances in Applied Probability

Volumn 28, Issue 1, 1996, Pages 270-284

  Sacerdote, L ^a   Tomassetti, F ^b  

^a UNIVERSITY OF TURIN   (Italy)

^b UNIVERSITY OF NAPLES FEDERICO II   (Italy)

Author keywords

Diffusion processes; Feller processes; First passage time; Orstein Uhlenbeck processes

Indexed keywords

EID: 0001737603     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0001867800027361     Document Type: Review

References (18)

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