Joint densities of first hitting times of a diffusion process through two time-dependent boundaries
Sacerdote, Laura; Telve, Ottavia; Zucca, Cristina
- 期刊名称Advances in Applied Probability
- 作者Sacerdote, Laura; Telve, Ottavia; Zucca, Cristina
- 卷第46卷
- 期第1期
- 印刷ISSN0001-8678
- 文件大小1451.82KB
- 发表时间2014-03
- DOI10.1239/aap/1396360109
- 页码186-202