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 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005759554