First-Passage-Time for Gauss-Diffusion Processes via Integrated Analytical, Simulation and Numerical Methods

Aniello Buonocore, Luigia Caputo, Enrica Pirozzi. First-Passage-Time for Gauss-Diffusion Processes via Integrated Analytical, Simulation and Numerical Methods. In Roberto Moreno-Díaz, Franz Pichler, Alexis Quesada-Arencibia, editors, Computer Aided Systems Theory - EUROCAST 2011 - 13th International Conference, Las Palmas de Gran Canaria, Spain, February 6-11, 2011, Revised Selected Papers, Part I. Volume 6927 of Lecture Notes in Computer Science, pages 96-104, Springer, 2011. [doi]

Abstract

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