First-Passage Densities of a Two-Dimensional Process
- 1 October 1989
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Applied Mathematics
- Vol. 49 (5) , 1514-1523
- https://doi.org/10.1137/0149091
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
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- Hitting Spheres with Brownian MotionThe Annals of Probability, 1980
- On the First Passage of the Integrated Wiener ProcessThe Annals of Mathematical Statistics, 1971
- Special Functions and Their ApplicationsPhysics Today, 1965
- A winding problem for a resonator driven by a white noiseKyoto Journal of Mathematics, 1962