Treffer: First exit time probability for multidimensional diffusions: A PDE-based approach
Title:
First exit time probability for multidimensional diffusions: A PDE-based approach
Authors:
Patie, P. a, b, 1, Winter, C. c, ⁎
Source:
In Journal of Computational and Applied Mathematics 2008 222(1):42-53
Database:
ScienceDirect