A Computational Approach to First-Passage-Time Problems for Gauss-Markov Processes

Autor: Di Nardo, E., Nobile, A. G., Pirozzi, E., Ricciardi, L. M.
Zdroj: Advances in Applied Probability, 2001 Jun 01. 33(2), 453-482.
Databáze: JSTOR Journals