First-passage-time location function: Application to determine first-passage-time densities in diffusion processes

Computational Statistics and Data Analysis

Volumn 52, Issue 8, 2008, Pages 4132-4146

  Roman P ^a   Serrano, J J ^a   Torres, F ^a  

^a UNIVERSITY OF GRANADA   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATIONAL COMPLEXITY; FUNCTION EVALUATION; PROBLEM SOLVING;

DIFFUSION PROCESSES; TIME-DEPENDENT FUNCTION; VOLTERRA INTEGRAL EQUATION;

INTEGRAL EQUATIONS;

EID: 41249098645     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2008.01.017     Document Type: Article

References (18)

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