Add to ORKGWe give a new numerical procedure requiring linear computational time in order to evaluate the first-passage-time p.d.f. for one dimensional diffusion processes. Furthermore, we prove that the condition necessary to implement this method is fulfilled in the case of the Ornstein-Uhlenbeck process
A procedure is indicated to estimate first-passage-time p.d.f.'s through varying boundaries for a cl...
Use of a Volterra second-kind integral equation is made to evaluate first passage time probability d...
The first-passage-time through a time-dependent boundary for one-dimensional diffusion processes is ...
We give a new numerical procedure requiring linear computational time in order to evaluate the first...
Under a reasonable assumption the numerical procedure given in Buonocore et. al. (1987) to evaluate ...
Motivated by some biological applications,a new integral equation is proposed to determine first-pas...
The algorithm to evaluate first-passage-time pdf's for Wiener and Ornstein-Uhlenbeck processes throu...
Various methods to evaluate first-passage-time densities for one-dimensionaI diffusion processes are...
Abstract. We propose a method for estimating first passage time densities of one-dimensional diffusi...
A procedure is indicated to estimate first-passage-time p.d.f.'s through varying boundaries for a cl...
Use of a Volterra second-kind integral equation is made to evaluate first passage time probability d...
The first-passage-time through a time-dependent boundary for one-dimensional diffusion processes is ...
We give a new numerical procedure requiring linear computational time in order to evaluate the first...
Under a reasonable assumption the numerical procedure given in Buonocore et. al. (1987) to evaluate ...
Motivated by some biological applications,a new integral equation is proposed to determine first-pas...
The algorithm to evaluate first-passage-time pdf's for Wiener and Ornstein-Uhlenbeck processes throu...
Various methods to evaluate first-passage-time densities for one-dimensionaI diffusion processes are...
Abstract. We propose a method for estimating first passage time densities of one-dimensional diffusi...
A procedure is indicated to estimate first-passage-time p.d.f.'s through varying boundaries for a cl...
Use of a Volterra second-kind integral equation is made to evaluate first passage time probability d...
The first-passage-time through a time-dependent boundary for one-dimensional diffusion processes is ...