Construction of first-passage-time densities for a diffusion process which is not necessarily time-homogeneous
- Author
- GUTIERREZ JAIMEZ, R; GONZALEZ, A. J; ROMAN ROMAN, P
Univ. Granada, dep. estadistica investigación operative, 18071 Granada, Spain - Source
Journal of applied probability. 1991, Vol 28, Num 4, pp 903-909 ; ref : 3 ref
- CODEN
- JPRBAM
- ISSN
- 0021-9002
- Scientific domain
- Computer science; Mathematics
- Publisher
- Applied Probability Trust, Sheffield
- Publication country
- United Kingdom
- Document type
- Article
- Language
- English
- Keyword (fr)
- Densité probabilité Equation Fokker Planck Equation Kolmogorov Processus Wiener Processus diffusion Processus non homogène Processus lognormal Temps premier passage
- Keyword (en)
- Probability density Fokker Planck equation Kolmogorov equation Wiener process Diffusion process Inhomogeneous process First passage time
- Keyword (es)
- Densidad probabilidad Ecuación Fokker Planck Ecuación Kolmogorov Proceso Wiener Proceso difusión Proceso no homogéneo
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01H Stochastic processes
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 5223864
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.2307/3214694 
https://dx.doi.org/10.2307/3214694
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