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An R package for an efficient approximation of first-passage-time densities for diffusion processes based on the FPTL function.
Patricia Román-Román
J. J. Serrano-Pérez
Francisco Torres-Ruiz
Published in:
Appl. Math. Comput. (2012)
Keyphrases
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diffusion processes
diffusion process
information diffusion
denoising
partial differential equations
diffusion equation
social networks
anisotropic diffusion
scale spaces