Add to ORKGVarious 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 approache
Motivated by some biological applications, a new integral equation is proposed to determine first-pa...
A new method for constructing first-passage-time probability density functions is outlined. This res...
Some preliminary results concerning the first-passage-time problem in R^2 are sketched. Use of them ...
Various methods to evaluate first-passage-time densities for one-dimensionaI diffusion processes are...
Under a reasonable assumption the numerical procedure given in Buonocore et. al. (1987) to evaluate ...
We give a new numerical procedure requiring linear computational time in order to evaluate the first...
A new method for constructing first-passage-time probability density functions in the case of regula...
A new method for constructing first-passage-time probability density functions in the case of regular...
Motivated by some biological applications, a new integral equation is proposed to determine first-pa...
A new method for constructing first-passage-time probability density functions is outlined. This res...
Some preliminary results concerning the first-passage-time problem in R^2 are sketched. Use of them ...
Various methods to evaluate first-passage-time densities for one-dimensionaI diffusion processes are...
Under a reasonable assumption the numerical procedure given in Buonocore et. al. (1987) to evaluate ...
We give a new numerical procedure requiring linear computational time in order to evaluate the first...
A new method for constructing first-passage-time probability density functions in the case of regula...
A new method for constructing first-passage-time probability density functions in the case of regular...
Motivated by some biological applications, a new integral equation is proposed to determine first-pa...
A new method for constructing first-passage-time probability density functions is outlined. This res...
Some preliminary results concerning the first-passage-time problem in R^2 are sketched. Use of them ...