Tecniche analitiche, numeriche e di MonteCarlo per lo studio dei tempi di primo passaggio

Cristina Zucca

Bollettino dell'Unione Matematica Italiana (2003)

  • Volume: 6-A, Issue: 2, page 343-346
  • ISSN: 0392-4041

How to cite

top

Zucca, Cristina. "Tecniche analitiche, numeriche e di MonteCarlo per lo studio dei tempi di primo passaggio." Bollettino dell'Unione Matematica Italiana 6-A.2 (2003): 343-346. <http://eudml.org/doc/262069>.

@article{Zucca2003,
abstract = {},
author = {Zucca, Cristina},
journal = {Bollettino dell'Unione Matematica Italiana},
language = {ita},
month = {8},
number = {2},
pages = {343-346},
publisher = {Unione Matematica Italiana},
title = {Tecniche analitiche, numeriche e di MonteCarlo per lo studio dei tempi di primo passaggio},
url = {http://eudml.org/doc/262069},
volume = {6-A},
year = {2003},
}

TY - JOUR
AU - Zucca, Cristina
TI - Tecniche analitiche, numeriche e di MonteCarlo per lo studio dei tempi di primo passaggio
JO - Bollettino dell'Unione Matematica Italiana
DA - 2003/8//
PB - Unione Matematica Italiana
VL - 6-A
IS - 2
SP - 343
EP - 346
AB -
LA - ita
UR - http://eudml.org/doc/262069
ER -

References

top
  1. ANULOVA, S.V., On Markov stopping times with a given distribution for a Wiener process., Theory Probab. Appl., 5 (1980), 362-366. Zbl0456.60081MR572570
  2. DURBIN, J., Boundary crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov theorem., J. Appl. Probab., 8 (1971), 431-453. Zbl0225.60037MR292161
  3. FORTET, R., Les fonctions aléatoires du type de Markoff associées à certaines équations linéaires aux dérivées partielles du type parabolique., J. Math. Pures Appl., 22 (1943), 177-243. Zbl0063.01414MR12392
  4. PELLEREY, F. and SHAKED, M., Stochastic comparison of some wear processes., Probability in the Engineering and Informational Sciences, 7 (1993), 421-435. 
  5. RICCIARDI, L.M., Diffusion processes and related topics in Biology, Springer Verlag, New York (1977). Zbl0356.60023MR526557

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.