Román, P.; Serrano, J.J.; Torres, F. - In: Computational Statistics & Data Analysis 52 (2008) 8, pp. 4132-4146
A time-dependent function, namely the First-Passage-Time Location function, is introduced in the context of the study of first-passage-times. From this function, a strategy is developed in order to solve numerically the Volterra integral equation of the second kind verified by the...