Solving the first-passage-time problem for one-dimensional stochastic diffusion processes is a task with many applications in biomedical research. It has been noted (Musila and L&nsky, Int. /. Biomed. Cornput. 31,233-245,1992) that the first-passage time is overestimated if computed as the time when
β¦ LIBER β¦
Criteria for stochastic processes II: Passage-time moments
β Scribed by John Lamperti
- Publisher
- Elsevier Science
- Year
- 1963
- Tongue
- English
- Weight
- 817 KB
- Volume
- 7
- Category
- Article
- ISSN
- 0022-247X
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