Showing 1 - 2 of 2
We discuss first passage time problems for a class of one-dimensional master equations with separable kernels. For this class of master equations the integral equation for first passage time moments can be transformed exactly into ordinary differential equations. When the separable kernel has...
Persistent link: https://www.econbiz.de/10010584746
Persistent link: https://www.econbiz.de/10006824402