A new integral equation for the evaluation of first-passage-time probability densities
- Author
- BUONOCORE, A1 ; NOBILE, A. G; RICCIARDI, L. M
[1] Univ. Napoli, dip. matematica applicazioni, Napoli 80134, Italy - Source
Advances in applied probability. 1987, Vol 19, Num 4, pp 784-800 ; ref : 29 ref
- CODEN
- AAPBBD
- ISSN
- 0001-8678
- Scientific domain
- Control theory, operational research; Mathematics
- Publisher
- Applied Probability Trust, Sheffield
- Publication country
- United Kingdom
- Document type
- Article
- Language
- English
- Keyword (fr)
- Equation intégrale Processus Wiener Processus diffusion Temps premier passage
- Keyword (en)
- Integral equation Wiener process Diffusion process
- Keyword (es)
- Ecuación integral Proceso Wiener Proceso difusión
- 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 / 001A02H01J Markov processes
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 7601760
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
10.2307/1427102 
https://dx.doi.org/10.2307/1427102
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