A SYMMETRY-BASED CONSTRUCTIVE APPROACH TO PROBABILITY DENSITIES FOR ONE-DIMENSIONAL DIFFUSION-PROCESSES

被引：13

作者：

GIORNO, V ^{[1
]}

NOBILE, AG ^{[1
]}

RICCIARDI, LM ^{[1
]}

机构：

[1] NAPLES UNIV,DIPARTIMENTO MATEMAT & APPLICAZ,I-80134 NAPLES,ITALY

来源：

JOURNAL OF APPLIED PROBABILITY | 1989年 / 26卷 / 04期

关键词：

D O I：

10.2307/3214376

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：707 / 721

页数：15

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[9] ON THE EVALUATION OF 1ST-PASSAGE-TIME PROBABILITY DENSITIES VIA NON-SINGULAR INTEGRAL-EQUATIONS [J].

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