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1999-07-01
A first passage problem for three-dimensional diffusion processes
Parole chiave:
Brownian motion, similarity solutions, integrated processes (es)##submission.downloads##
Let d(t) = [Φ(y(t)) + Ψ(z(t))]dt, where y(t) and z(t) are independent diffusion process. The problem of computing the moment generating function and the moments of[T(y, z)], where T(y, z) is a first passage time for (y(t), z(t)), is considered and solved explicitly in particular instances.
Come citare
APA
Lefebvre, M. (1999). A first passage problem for three-dimensional diffusion processes. Revista Colombiana de Matemáticas, 33(2), 105–116. https://revistas.unal.edu.co/index.php/recolma/article/view/33752
ACM
[1]
Lefebvre, M. 1999. A first passage problem for three-dimensional diffusion processes. Revista Colombiana de Matemáticas. 33, 2 (lug. 1999), 105–116.
ACS
(1)
Lefebvre, M. A first passage problem for three-dimensional diffusion processes. rev.colomb.mat 1999, 33, 105-116.
ABNT
LEFEBVRE, M. A first passage problem for three-dimensional diffusion processes. Revista Colombiana de Matemáticas, [S. l.], v. 33, n. 2, p. 105–116, 1999. Disponível em: https://revistas.unal.edu.co/index.php/recolma/article/view/33752. Acesso em: 22 gen. 2025.
Chicago
Lefebvre, Mario. 1999. «A first passage problem for three-dimensional diffusion processes». Revista Colombiana De Matemáticas 33 (2):105-16. https://revistas.unal.edu.co/index.php/recolma/article/view/33752.
Harvard
Lefebvre, M. (1999) «A first passage problem for three-dimensional diffusion processes», Revista Colombiana de Matemáticas, 33(2), pagg. 105–116. Available at: https://revistas.unal.edu.co/index.php/recolma/article/view/33752 (Consultato: 22 gennaio 2025).
IEEE
[1]
M. Lefebvre, «A first passage problem for three-dimensional diffusion processes», rev.colomb.mat, vol. 33, n. 2, pagg. 105–116, lug. 1999.
MLA
Lefebvre, M. «A first passage problem for three-dimensional diffusion processes». Revista Colombiana de Matemáticas, vol. 33, n. 2, luglio 1999, pagg. 105-16, https://revistas.unal.edu.co/index.php/recolma/article/view/33752.
Turabian
Lefebvre, Mario. «A first passage problem for three-dimensional diffusion processes». Revista Colombiana de Matemáticas 33, no. 2 (luglio 1, 1999): 105–116. Consultato gennaio 22, 2025. https://revistas.unal.edu.co/index.php/recolma/article/view/33752.
Vancouver
1.
Lefebvre M. A first passage problem for three-dimensional diffusion processes. rev.colomb.mat [Internet]. 1 luglio 1999 [citato 22 gennaio 2025];33(2):105-16. Available at: https://revistas.unal.edu.co/index.php/recolma/article/view/33752
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Copyright (c) 1999 Revista Colombiana de Matemáticas
TQuesto lavoro è fornito con la licenza Creative Commons Attribuzione 4.0 Internazionale.
