67 citations to 10.1239/jap/1032374752 (Crossref Cited-By Service)
  1. Sören Christensen, Simon Fischer, Oskar Hallmann, “Uniqueness of first passage time distributions via Fredholm integral equations”, Statistics & Probability Letters, 203, 2023, 109912  crossref
  2. Denis S Grebenkov, “First exit times of harmonically trapped particles: a didactic review”, J. Phys. A: Math. Theor., 48, № 1, 2015, 013001  crossref
  3. Estate Khmaladze, Eka Shinjikashvili, “Calculation of noncrossing probabilities for Poisson processes and its corollaries”, Advances in Applied Probability, 33, № 3, 2001, 702  crossref
  4. Sercan Gür, Klaus Pötzelberger, “On the empirical estimator of the boundary in inverse first-exit problems”, Comput Stat, 36, № 3, 2021, 1809  crossref
  5. Hangsuck Lee, Hongjun Ha, Minha Lee, “Piecewise linear boundary crossing probabilities, barrier options, and variable annuities”, Journal of Futures Markets, 42, № 12, 2022, 2248  crossref
  6. Xiaonan Che, Angelos Dassios, “Stochastic Boundary Crossing Probabilities for the Brownian Motion”, J. Appl. Probab., 50, № 02, 2013, 419  crossref
  7. Tristan Guillaume, “Computation of the Survival Probability of Brownian Motion with Drift Subject to an Intermittent Step Barrier”, AppliedMath, 4, № 3, 2024, 1080  crossref
  8. Laura Sacerdote, Ottavia Telve, Cristina Zucca, “Joint Densities of First Hitting Times of a Diffusion Process Through Two Time-Dependent Boundaries”, Adv. Appl. Probab., 46, № 01, 2014, 186  crossref
  9. James C. Fu, Tung-Lung Wu, “Linear and Nonlinear Boundary Crossing Probabilities for Brownian Motion and Related Processes”, Journal of Applied Probability, 47, № 4, 2010, 1058  crossref
  10. Jonathan Touboul, Olivier Faugeras, “A characterization of the first hitting time of double integral processes to curved boundaries”, Adv. Appl. Probab., 40, № 02, 2008, 501  crossref
Предыдущая
1
2
3
4
5
6
7
Следующая