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"A structure-preserving method for the distribution of the first hitting ..."

Jorge Eduardo Macías-Díaz, José Villa-Morales (2017)

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DOI: 10.1016/J.CAMWA.2017.06.039

access: closed

type: Journal Article

metadata version: 2020-02-17

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Jorge Eduardo Macías-Díaz, José Villa-Morales:
A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes. Comput. Math. Appl. 74(8): 1799-1812 (2017)

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