7 results
A computational approach to first-passage-time problems for Gauss–Markov processes
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- Journal:
- Advances in Applied Probability / Volume 33 / Issue 2 / June 2001
- Published online by Cambridge University Press:
- 01 July 2016, pp. 453-482
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- June 2001
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First-passage-time densities for time-non-homogeneous diffusion processes
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- Journal of Applied Probability / Volume 34 / Issue 3 / September 1997
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- 14 July 2016, pp. 623-631
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- September 1997
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On the two-boundary first-crossing-time problem for diffusion processes
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- Journal of Applied Probability / Volume 27 / Issue 1 / March 1990
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- 14 July 2016, pp. 102-114
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- March 1990
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A symmetry-based constructive approach to probability densities for one-dimensional diffusion processes
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- Journal of Applied Probability / Volume 26 / Issue 4 / December 1989
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- 14 July 2016, pp. 707-721
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- December 1989
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On the evaluation of first-passage-time probability densities via non-singular integral equations
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- Advances in Applied Probability / Volume 21 / Issue 1 / March 1989
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- 01 July 2016, pp. 20-36
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- March 1989
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A new integral equation for the evaluation of first-passage-time probability densities
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- Journal:
- Advances in Applied Probability / Volume 19 / Issue 4 / December 1987
- Published online by Cambridge University Press:
- 01 July 2016, pp. 784-800
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- December 1987
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On an integral equation for first-passage-time probability densities
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- Journal:
- Journal of Applied Probability / Volume 21 / Issue 2 / June 1984
- Published online by Cambridge University Press:
- 14 July 2016, pp. 302-314
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- June 1984
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