We investigate the estimation of the mean first passage time of a stochastic differential equation by numerical methods. In order to determine the mean first passage time correctly, one needs a numerical procedure to generate trajectories which converge in the mean square limit to exact solutions of
β¦ LIBER β¦
An alternative expression for the mean first passage matrix
β Scribed by Carl D. Meyer Jr.
- Publisher
- Elsevier Science
- Year
- 1978
- Tongue
- English
- Weight
- 278 KB
- Volume
- 22
- Category
- Article
- ISSN
- 0024-3795
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