"Approximation of exit times for one-dimensional linear diffusion processes."

Samuel Herrmann, Nicolas Massin (2020)

> Home

Details and statistics

DOI: 10.1016/J.CAMWA.2020.07.023

access: closed

type: Journal Article

metadata version: 2020-11-14

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/cma/HerrmannM20
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/cma/HerrmannM20
Samuel Herrmann, Nicolas Massin:
Approximation of exit times for one-dimensional linear diffusion processes. Comput. Math. Appl. 80(6): 1668-1682 (2020)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.