Construction of first-passage-time densities for a...

Journal of Applied Probability 1991 / 12 Vol. 28; Iss. 4

Construction of first-passage-time densities for a diffusion process which is not necessarily time-homogeneous

Jáimez, R. Gutiérrez, Gonzalez, A. Juan, Román, P. Román
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Volume:
28
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.1017/s0021900200042820
Date:
December, 1991
File:
PDF, 518 KB
english, 1991
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