๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

On the First Passage Time of Diffusion Processes Through Time-Dependent Boundaries

โœ Scribed by Lebedev, V. A.


Book ID
118227735
Publisher
Society for Industrial and Applied Mathematics
Year
1971
Tongue
English
Weight
459 KB
Volume
16
Category
Article
ISSN
0040-585X

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


On first passage times of a hyper-expone
โœ Ning Cai ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 621 KB

We investigate some important probabilistic properties relating to the first passage time of a hyperexponential jump diffusion process, including its finiteness, expectation, conditional memorylessness, and conditional independence. Moreover, the joint distribution of the first passage time and the