Joint Densities of First Hitting Times of a Diffusion Process Through Two Time-Dependent Boundaries
- 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
- 电子ISSN1475-6064
- 文件大小1453.08KB
- 发表时间2014-03
- DOI10.1017/s0001867800006996
- 页码186-202
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