First passage time for nonhomogeneous processes are considered. Different recoursive equations for the moments of the first pasage time are proposed as generalization of well known results for the homogeneous case.

Some remarks on first-passage-time problems

SACERDOTE, Laura Lea
1988

Abstract

First passage time for nonhomogeneous processes are considered. Different recoursive equations for the moments of the first pasage time are proposed as generalization of well known results for the homogeneous case.
Biomathematics and related Computational Problems.
Kluwer
567
579
9789027727268
First passage time; moments; absorbing boundary
L. SACERDOTE
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/2318/14590
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