Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries

ISSN： 1387-5841

Source： Methodology And Computing In Applied Probability, Vol.9, Iss.1, 2007-03, pp. : 21-40

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

The Policy Iteration Algorithm for Average Continuous Control of Piecewise Deterministic Markov Processes

By Costa O.

Applied Mathematics and Optimization, Vol. 62, Iss. 2, 2010-10 ,pp. : 185-204

Springer Publishing Company

Access to resources Recommend Favorite

Singular Perturbation for the Discounted Continuous Control of Piecewise Deterministic Markov Processes

By Costa O.

Applied Mathematics and Optimization, Vol. 63, Iss. 3, 2011-06 ,pp. : 357-384

Springer Publishing Company

Access to resources Recommend Favorite

On Markov diffusion processes with delayed reflection from boundaries of a segment

By Harlamov B.

Journal of Mathematical Sciences, Vol. 167, Iss. 4, 2010-06 ,pp. : 574-587

Springer Publishing Company

Access to resources Recommend Favorite

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

Access to resources Recommend Favorite

Vector Image Segmentation by Piecewise Continuous Approximation

By Hanning Tobias Schöne René Pisinger Georg

Journal of Mathematical Imaging and Vision, Vol. 25, Iss. 1, 2006-07 ,pp. : 5-23

Springer Publishing Company

Access to resources Recommend Favorite