A new method for constructing first-passage-time probability density functions is outlined. This rests on the possibility of constructing the transition p.d.f. of a new diffusion process in terms of a preassigned transition p.d.f.. without making use of the classical space-time transformations of the Kolmogorov equation [8]. A few examples are finally discussed.

A new approach to the construction of first-passage-time densities

RICCIARDI, LUIGI MARIA
1988

Abstract

A new method for constructing first-passage-time probability density functions is outlined. This rests on the possibility of constructing the transition p.d.f. of a new diffusion process in terms of a preassigned transition p.d.f.. without making use of the classical space-time transformations of the Kolmogorov equation [8]. A few examples are finally discussed.
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11588/175166
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
social impact