ON AN INTEGRAL-EQUATION FOR 1ST-PASSAGE-TIME PROBABILITY DENSITIES

被引：53

作者：

RICCIARDI, LM ^{[1
]}

SACERDOTE, L ^{[1
]}

SATO, S ^{[1
]}

机构：

[1] UNIV SALERNO,I-84100 SALERNO,ITALY

来源：

JOURNAL OF APPLIED PROBABILITY | 1984年 / 21卷 / 02期

关键词：

Compendex;

D O I：

10.2307/3213641

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

MATHEMATICAL TECHNIQUES - Integral Equations

引用

页码：302 / 314

页数：13

共 29 条

[1]

ANDERSSEN KS, 1973, J APPL PROBAB, V10, P409

[2] LEVEL-CROSSING PROBLEMS FOR RANDOM PROCESSES [J].

BLAKE, IF ;

LINDSEY, WC .

IEEE TRANSACTIONS ON INFORMATION THEORY, 1973, 19 (03) :295-315

[3] MEAN VARIANCE AND SKEWNESS OF THE 1ST PASSAGE TIME FOR THE ORNSTEIN-UHLENBECK PROCESS [J].

CERBONE, G ;

RICCIARDI, LM ;

SACERDOTE, L .

CYBERNETICS AND SYSTEMS, 1981, 12 (04) :395-429

[4]

COX JR, 1965, THEORY STOCHASTIC PR

[5] MINIMUM OF A STATIONARY MARKOV PROCESS SUPERIMPOSED ON A U-SHAPED TREND [J].

DANIELS, HE .

JOURNAL OF APPLIED PROBABILITY, 1969, 6 (02) :399-&

[6]

DEGRIFFI EM, 1978, PUBBLICAZIONI IAC 3, V167

[7] BOUNDARY-CROSSING PROBABILITIES FOR BROWNIAN MOTION AND POISSON PROCESSES AND TECHNIQUES FOR COMPUTING POWER OF KOLMOGOROV-SMIRNOV TEST [J].

DURBIN, J .

JOURNAL OF APPLIED PROBABILITY, 1971, 8 (03) :431-+

[8] 1ST PASSAGE TIME PROBLEMS AND SOME RELATED COMPUTATIONAL METHODS [J].

FAVELLA, L ;

REINERI, MT ;

RICCIARDI, LM ;

SACERDOTE, L .

CYBERNETICS AND SYSTEMS, 1982, 13 (02) :95-128

[9]

FELLER W, 1936, MATH ANN, V104, P113

[10]

Fortet R., 1943, J MATHEMATIQUES PURE, V22, P177

← 1 2 3 →