Inference and first‐passage‐times for the lognormal diffusion process with exogenous factors: application to modelling in economics
暂无分享,去创建一个
[1] A. G. Nobile,et al. A new integral equation for the evaluation of first-passage-time probability densities , 1987, Advances in Applied Probability.
[2] R. G. Jáimez,et al. A note on the Volterra integral equation for the first-passage-time probability density , 1995, Journal of Applied Probability.
[3] J. Angulo,et al. Inference in lognormal multidimensional diffusion processes with exogenous factors: Application to modelling in economics , 1991 .
[4] L. Ricciardi,et al. First-passage-time densities for time-non-homogeneous diffusion processes , 1997, Journal of Applied Probability.