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Efficient Estimation of First Passage Time Density Function for Jump-Diffusion Processes.

Amir F. AtiyaSteve A. K. Metwally
Published in: SIAM J. Sci. Comput. (2005)
Keyphrases
  • density function
  • diffusion processes
  • density estimation
  • probability density function
  • mean shift
  • image processing
  • machine learning
  • high resolution
  • probabilistic model
  • higher order