First exit time probability for multidimensional diffusions: A PDE-based approach

Patie, Pierre; Winter, Christoph (2008). First exit time probability for multidimensional diffusions: A PDE-based approach. Journal of computational and applied mathematics, 222(1), pp. 42-53. Antwerp: North-Holland 10.1016/j.cam.2007.10.043

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Item Type:	Journal Article (Original Article)
Division/Institute:	08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science
UniBE Contributor:	Patie, Pierre Bernard
ISSN:	0377-0427
Publisher:	North-Holland
Language:	English
Submitter:	Lutz Dümbgen
Date Deposited:	04 Oct 2013 15:22
Last Modified:	05 Dec 2022 14:25
Publisher DOI:	10.1016/j.cam.2007.10.043
Web of Science ID:	000260709500005
URI:	https://boris.unibe.ch/id/eprint/36900 (FactScience: 206366)