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Results: 2
AS-309 - ESTIMATION IN MULTIVARIATE LOG-NORMAL DIFFUSION-PROCESSES WITH EXOGENOUS FACTORS
Authors:
JAIMEZ RG CARMONA AG RUIZ FT
Citation:
Rg. Jaimez et al., AS-309 - ESTIMATION IN MULTIVARIATE LOG-NORMAL DIFFUSION-PROCESSES WITH EXOGENOUS FACTORS, Applied Statistics, 46(1), 1997, pp. 140-146
A NOTE ON THE VOLTERRA INTEGRAL-EQUATION FOR THE FIRST-PASSAGE-TIME PROBABILITY DENSITY
Authors:
JAIMEZ RG ROMAN PR RUIZ FT
Citation:
Rg. Jaimez et al., A NOTE ON THE VOLTERRA INTEGRAL-EQUATION FOR THE FIRST-PASSAGE-TIME PROBABILITY DENSITY, Journal of Applied Probability, 32(3), 1995, pp. 635-648
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