Various methods to evaluate first-passage-time densities for one-dimensionaI diffusion processes are outlined. Special symmetry conditions are analyzed and the notion of similarity is introduced in order to show the interconnections among the different approaches
On the first passage time problem for certain diffusion processes
DI CRESCENZO, Antonio;GIORNO, Virginia;NOBILE, Amelia Giuseppina;
1994-01-01
Abstract
Various methods to evaluate first-passage-time densities for one-dimensionaI diffusion processes are outlined. Special symmetry conditions are analyzed and the notion of similarity is introduced in order to show the interconnections among the different approachesFile in questo prodotto:
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