| Original language | English |
|---|---|
| Pages (from-to) | 205-216 |
| Number of pages | 12 |
| Journal | Stochastic Analysis and Applications |
| Volume | 23 |
| Issue number | 1 |
| DOIs | |
| State | Published - 2005 |
| Externally published | Yes |
ASJC Scopus Subject Areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Applied Mathematics
Keywords
- Boundary value problems
- Diffusions
- Exit times
- Fourier transforms
- Integral functionals