12 results
On first-passage-time and transition densities for strongly symmetric diffusion processes
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- Journal:
- Nagoya Mathematical Journal / Volume 145 / March 1997
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- 22 January 2016, pp. 143-161
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- March 1997
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On a symmetry-based constructive approach to probability densities for two-dimensional diffusion processes
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- Journal of Applied Probability / Volume 32 / Issue 2 / June 1995
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- 14 July 2016, pp. 316-336
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- June 1995
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On some first-crossing-time probabilities for a two-dimensional random walk with correlated components
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- Advances in Applied Probability / Volume 24 / Issue 2 / June 1992
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- 01 July 2016, pp. 441-454
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- June 1992
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On the asymptotic behaviour of first-passage-time densities for one-dimensional diffusion processes and varying boundaries
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- Advances in Applied Probability / Volume 22 / Issue 4 / December 1990
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- 01 July 2016, pp. 883-914
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- December 1990
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On the two-boundary first-crossing-time problem for diffusion processes
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- Journal of Applied Probability / Volume 27 / Issue 1 / March 1990
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- 14 July 2016, pp. 102-114
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- March 1990
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A symmetry-based constructive approach to probability densities for one-dimensional diffusion processes
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- Journal of Applied Probability / Volume 26 / Issue 4 / December 1989
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- 14 July 2016, pp. 707-721
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- December 1989
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On the evaluation of first-passage-time probability densities via non-singular integral equations
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- Advances in Applied Probability / Volume 21 / Issue 1 / March 1989
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- 01 July 2016, pp. 20-36
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- March 1989
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On some time-non-homogeneous diffusion approximations to queueing systems
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- Advances in Applied Probability / Volume 19 / Issue 4 / December 1987
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- 01 July 2016, pp. 974-994
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- December 1987
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A Reply to Iversen and Nielsen's Letter
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- Journal of Applied Probability / Volume 23 / Issue 4 / December 1986
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- 24 August 2016, pp. 1049-1050
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- December 1986
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On some diffusion approximations to queueing systems
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- Advances in Applied Probability / Volume 18 / Issue 4 / December 1986
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- 01 July 2016, pp. 991-1014
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- December 1986
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Some remarks on the Rayleigh process
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- Journal of Applied Probability / Volume 23 / Issue 2 / June 1986
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- 14 July 2016, pp. 398-408
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- June 1986
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A solvable model for a finite-capacity queueing system
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- Journal of Applied Probability / Volume 22 / Issue 4 / December 1985
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- 14 July 2016, pp. 903-911
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- December 1985
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