Joint densities of first hitting times of a diffusion process through two time-dependent boundaries. Sacerdote, L., Telve, O., & Zucca, C. Advances in Applied Probability, 46(1):186–202, March, 2014.
Paper bibtex @Article{Sacerdote:2014:JDF,
author = "Laura Sacerdote and Ottavia Telve and Cristina Zucca",
title = "Joint densities of first hitting times of a diffusion
process through two time-dependent boundaries",
journal = j-ADV-APPL-PROB,
volume = "46",
number = "1",
pages = "186--202",
month = mar,
year = "2014",
CODEN = "AAPBBD",
ISSN = "0001-8678 (print), 1475-6064 (electronic)",
ISSN-L = "0001-8678",
bibdate = "Tue May 6 07:07:01 MDT 2014",
bibsource = "http://projecteuclid.org/euclid.aap/1396360099;
http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
URL = "http://projecteuclid.org/euclid.aap/1396360109",
acknowledgement = ack-nhfb,
ajournal = "Adv. Appl. Probab.",
fjournal = "Advances in Applied Probability",
journal-URL = "http://www.jstor.org/journals/00018678.html;
https://www.cambridge.org/core/journals/advances-in-applied-probability;
http://projecteuclid.org/euclid.aap/",
}
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