Simulation of First-Passage Times for Alternating Brownian Motions

By Crescenzo A.   Nardo E.   Ricciardi L.  

Methodology And Computing In Applied Probability, Vol. 7, Iss. 2, 2005-06 ,pp. : 161-181

Springer Publishing Company

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Markov Decision Processes with Distribution Function Criterion of First-Passage Time

By Jianyong Liu   Huang Siming  

Applied Mathematics and Optimization, Vol. 43, Iss. 3, 2001-01 ,pp. : 187-201

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Almost Sure Comparisons for First Passage Times of Diffusion Processes through Boundaries

By Sacerdote L.   Smith C. E.  

Methodology And Computing In Applied Probability, Vol. 6, Iss. 3, 2004-09 ,pp. : 323-341

Springer Publishing Company

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Moments of first passage times in general birth-death processes

By Jouini Oualid  

Mathematical Methods of Operations Research, Vol. 68, Iss. 1, 2008-08 ,pp. : 49-76

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Passage Times in Fluid Models with Application to Risk Processes

By Ramaswami V.  

Methodology And Computing In Applied Probability, Vol. 8, Iss. 4, 2006-12 ,pp. : 497-515

Springer Publishing Company

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