ON AN INTEGRAL-EQUATION FOR 1ST-PASSAGE-TIME PROBABILITY DENSITIES

[1] ANDERSSEN KS, 1973, J APPL PROBAB, V10, P409

[2] LEVEL-CROSSING PROBLEMS FOR RANDOM PROCESSES [J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 1973, 19 (03) : 295 - 315

[3] MEAN VARIANCE AND SKEWNESS OF THE 1ST PASSAGE TIME FOR THE ORNSTEIN-UHLENBECK PROCESS [J]. CYBERNETICS AND SYSTEMS, 1981, 12 (04) : 395 - 429

[4] COX JR, 1965, THEORY STOCHASTIC PR

[5] MINIMUM OF A STATIONARY MARKOV PROCESS SUPERIMPOSED ON A U-SHAPED TREND [J]. JOURNAL OF APPLIED PROBABILITY, 1969, 6 (02) : 399 - &

[6] DEGRIFFI EM, 1978, PUBBLICAZIONI IAC 3, V167

[7] BOUNDARY-CROSSING PROBABILITIES FOR BROWNIAN MOTION AND POISSON PROCESSES AND TECHNIQUES FOR COMPUTING POWER OF KOLMOGOROV-SMIRNOV TEST [J]. JOURNAL OF APPLIED PROBABILITY, 1971, 8 (03) : 431 - +

[8] 1ST PASSAGE TIME PROBLEMS AND SOME RELATED COMPUTATIONAL METHODS [J]. CYBERNETICS AND SYSTEMS, 1982, 13 (02) : 95 - 128

[9] FELLER W, 1936, MATH ANN, V104, P113

[10] Fortet R., 1943, J MATHEMATIQUES PURE, V22, P177

[1] ANDERSSEN KS, 1973, J APPL PROBAB, V10, P409

[2] LEVEL-CROSSING PROBLEMS FOR RANDOM PROCESSES [J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 1973, 19 (03) : 295 - 315

[3] MEAN VARIANCE AND SKEWNESS OF THE 1ST PASSAGE TIME FOR THE ORNSTEIN-UHLENBECK PROCESS [J]. CYBERNETICS AND SYSTEMS, 1981, 12 (04) : 395 - 429

[4] COX JR, 1965, THEORY STOCHASTIC PR

[5] MINIMUM OF A STATIONARY MARKOV PROCESS SUPERIMPOSED ON A U-SHAPED TREND [J]. JOURNAL OF APPLIED PROBABILITY, 1969, 6 (02) : 399 - &

[6] DEGRIFFI EM, 1978, PUBBLICAZIONI IAC 3, V167

[7] BOUNDARY-CROSSING PROBABILITIES FOR BROWNIAN MOTION AND POISSON PROCESSES AND TECHNIQUES FOR COMPUTING POWER OF KOLMOGOROV-SMIRNOV TEST [J]. JOURNAL OF APPLIED PROBABILITY, 1971, 8 (03) : 431 - +

[8] 1ST PASSAGE TIME PROBLEMS AND SOME RELATED COMPUTATIONAL METHODS [J]. CYBERNETICS AND SYSTEMS, 1982, 13 (02) : 95 - 128

[9] FELLER W, 1936, MATH ANN, V104, P113

[10] Fortet R., 1943, J MATHEMATIQUES PURE, V22, P177