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Almost Sure Comparisons for First Passage Times of Diffusion Processes through Boundaries

โœ Scribed by L. Sacerdote; C. E. Smith


Book ID
111598493
Publisher
Springer US
Year
2004
Tongue
English
Weight
234 KB
Volume
6
Category
Article
ISSN
1387-5841

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First passage time for multivariate jump
โœ Di Zhang; Roderick V. N. Melnik ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 188 KB

## Abstract The first passage time (FPT) problem is an important problem with a wide range of applications in science, engineering, economics, and industry. Mathematically, such a problem can be reduced to estimating the probability of a stochastic process first to reach a boundary level. In most i