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"A first passage problem for a bivariate diffusion process: Numerical ..."

Elisa Benedetto, Laura Sacerdote, Cristina Zucca (2013)

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DOI: 10.1016/J.CAM.2012.10.014

access: open

type: Journal Article

metadata version: 2024-02-05

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Elisa Benedetto, Laura Sacerdote, Cristina Zucca:
A first passage problem for a bivariate diffusion process: Numerical solution with an application to neuroscience when the process is Gauss-Markov. J. Comput. Appl. Math. 242: 41-52 (2013)

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