Construction of First-Passage-Time Densities for a Diffusion Process Which Is Not Necessarily Time-Homogeneous
R. Gutiérrez Jíamez, A. Juan Gonzalez and P. Román RománVolume:
28
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.2307/3214694
Date:
December, 1991
File:
PDF, 449 KB
english, 1991