ON THE 2-BOUNDARY 1ST-CROSSING-TIME PROBLEM FOR DIFFUSION-PROCESSES

被引：38

作者：

BUONOCORE, A ^{[1
]}

GIORNO, V ^{[1
]}

NOBILE, AG ^{[1
]}

RICCIARDI, LM ^{[1
]}

机构：

[1] UNIV SALERNO,DIPARTIMENTO INFORMAT & APPLICAZ,I-84100 SALERNO,ITALY

来源：

JOURNAL OF APPLIED PROBABILITY | 1990年 / 27卷 / 01期

关键词：

D O I：

10.2307/3214598

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：102 / 114

页数：13

共 9 条

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[7] A SYMMETRY-BASED CONSTRUCTIVE APPROACH TO PROBABILITY DENSITIES FOR ONE-DIMENSIONAL DIFFUSION-PROCESSES [J].

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

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[9]

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