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A computational approach to first-passage-time problems for Gauss–Markov processes
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- Journal:
- Advances in Applied Probability / Volume 33 / Issue 2 / June 2001
- Published online by Cambridge University Press:
- 01 July 2016, pp. 453-482
- Print publication:
- June 2001
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A new integral equation for the evaluation of first-passage-time probability densities
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- Journal:
- Advances in Applied Probability / Volume 19 / Issue 4 / December 1987
- Published online by Cambridge University Press:
- 01 July 2016, pp. 784-800
- Print publication:
- December 1987
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