First-passage problems for degenerate two-dimensional diffusion processes
Year of publication: |
2003
|
---|---|
Authors: | Lefebvre, Mario |
Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 12.2003, 1, p. 125-139
|
Publisher: |
Springer |
Subject: | Hitting place | hitting time | Brownian motion | Kolmogorov equation | Sturm-Liouville equation |
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