A NOTE ON 1ST-PASSAGE TIME AND SOME RELATED PROBLEMS

被引:12
作者
NOBILE, AG [1 ]
RICCIARDI, LM [1 ]
SACERDOTE, L [1 ]
机构
[1] UNIV NAPLES,DIPARTIMENTO MATEMAT & APPLICAZ,I-80134 NAPLES,ITALY
关键词
D O I
10.2307/3213778
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:346 / 359
页数:14
相关论文
共 10 条
[1]  
ABRAHAMS J, 1983, SURVEY RECENT PROGR
[2]   LEVEL-CROSSING PROBLEMS FOR RANDOM PROCESSES [J].
BLAKE, IF ;
LINDSEY, WC .
IEEE TRANSACTIONS ON INFORMATION THEORY, 1973, 19 (03) :295-315
[4]  
Erdelyi A., 1953, HIGHER TRANSCENDENTA, VII
[5]   1ST PASSAGE TIME PROBLEMS AND SOME RELATED COMPUTATIONAL METHODS [J].
FAVELLA, L ;
REINERI, MT ;
RICCIARDI, LM ;
SACERDOTE, L .
CYBERNETICS AND SYSTEMS, 1982, 13 (02) :95-128
[6]  
Fortet R., 1943, J MATHEMATIQUES PURE, V22, P177
[7]   A NOTE ON 1ST PASSAGE TIME PROBLEMS FOR GAUSSIAN-PROCESSES AND VARYING BOUNDARIES [J].
RICCIARDI, LM ;
SATO, S .
IEEE TRANSACTIONS ON INFORMATION THEORY, 1983, 29 (03) :454-457
[8]   ON AN INTEGRAL-EQUATION FOR 1ST-PASSAGE-TIME PROBABILITY DENSITIES [J].
RICCIARDI, LM ;
SACERDOTE, L ;
SATO, S .
JOURNAL OF APPLIED PROBABILITY, 1984, 21 (02) :302-314
[9]   ON THE 1ST PASSAGE TIME PROBABILITY PROBLEM [J].
SIEGERT, AJF .
PHYSICAL REVIEW, 1951, 81 (04) :617-623
[10]  
Stratonovich R.L., 1963, TOPICS THEORY RANDOM, V1