First Passage Times in Stochastic Differential Equations of Mathematical Physics and Engineering.

Mapping Intimacies ◽

10.21236/ada131705 ◽

1983 ◽

Author(s):

Bernard J. Matkowsky

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Mathematical Physics ◽

First Passage Times ◽

First Passage ◽

Equations Of Mathematical Physics ◽

Passage Times

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On First Passage Times and Differential Equations,

10.21236/ada174648 ◽

1986 ◽

Author(s):

Michael L. Wenocur

Keyword(s):

Differential Equations ◽

First Passage Times ◽

First Passage ◽

Passage Times

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Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes

Statistics & Probability Letters ◽

10.1016/j.spl.2010.01.002 ◽

2010 ◽

Vol 80 (7-8) ◽

pp. 697-705 ◽

Cited By ~ 12

Author(s):

Mark Veillette ◽

Murad S. Taqqu

Keyword(s):

Differential Equations ◽

Lévy Processes ◽

Levy Processes ◽

First Passage Times ◽

Joint Moments ◽

First Passage ◽

Passage Times

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First-passage times for pattern formation in nonlocal partial differential equations

Physical Review E ◽

10.1103/physreve.92.042122 ◽

2015 ◽

Vol 92 (4) ◽

Cited By ~ 2

Author(s):

Manuel O. Cáceres ◽

Miguel A. Fuentes

Keyword(s):

Partial Differential Equations ◽

Pattern Formation ◽

Differential Equations ◽

First Passage Times ◽

First Passage ◽

Partial Differential ◽

Passage Times

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Diffusion first passage times: Approximations and related differential equations

Stochastic Processes and their Applications ◽

10.1016/0304-4149(87)90036-6 ◽

1987 ◽

Vol 27 ◽

pp. 159-177 ◽

Cited By ~ 7

Author(s):

Michael L. Wenocur

Keyword(s):

Differential Equations ◽

First Passage Times ◽

First Passage ◽

Passage Times

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Singular Perturbation Methods in Stochastic Differential Equations of Mathematical Physics

SIAM Review ◽

10.1137/1022024 ◽

1980 ◽

Vol 22 (2) ◽

pp. 119-155 ◽

Cited By ~ 92

Author(s):

Zeev Schuss

Keyword(s):

Differential Equations ◽

Singular Perturbation ◽

Stochastic Differential Equations ◽

Perturbation Methods ◽

Mathematical Physics ◽

Singular Perturbation Methods ◽

Equations Of Mathematical Physics

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Diffusion First Passage Times: Approximations and Related Differential Equations,

10.21236/ada185592 ◽

1986 ◽

Author(s):

Michael L. Wenocur

Keyword(s):

Differential Equations ◽

First Passage Times ◽

First Passage ◽

Passage Times

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Identifying Coefficients in the Spectral Representation for First Passage Times.

10.21236/ada172083 ◽

1986 ◽

Author(s):

Mark Brown ◽

Yi-Shi Shao

Keyword(s):

Spectral Representation ◽

First Passage Times ◽

First Passage ◽

Passage Times

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First passage times for some classes of fractional time-changed diffusions

Stochastic Analysis and Applications ◽

10.1080/07362994.2021.1953386 ◽

2021 ◽

pp. 1-29

Author(s):

Nikolai Leonenko ◽

Enrica Pirozzi

Keyword(s):

First Passage Times ◽

First Passage ◽

Passage Times

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On telegraph processes, their first passage times and running extrema

Statistics & Probability Letters ◽

10.1016/j.spl.2021.109101 ◽

2021 ◽

pp. 109101

Author(s):

Nikita Ratanov

Keyword(s):

First Passage Times ◽

First Passage ◽

Passage Times

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Random walk type models for indicator-dilution studies: comparison of a local density random walk and a first passage times distribution

Cardiovascular Research ◽

10.1093/cvr/20.11.789 ◽

1986 ◽

Vol 20 (11) ◽

pp. 789-796 ◽

Cited By ~ 18

Author(s):

J M BOGAARD ◽

J R C JANSEN ◽

E A VON RETH ◽

A VERSPRILLE ◽

M E WISE

Keyword(s):

Random Walk ◽

Local Density ◽

Indicator Dilution ◽

First Passage Times ◽

First Passage ◽

Passage Times

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