An R package for an efficient approximation of first-passage-time densities for diffusion processes based on the FPTL function.

Patricia Román-RománJ. J. Serrano-PérezFrancisco Torres-Ruiz
Published in: Appl. Math. Comput. (2012)
Keyphrases
  • diffusion processes
  • diffusion process
  • information diffusion
  • denoising
  • partial differential equations
  • diffusion equation
  • social networks
  • anisotropic diffusion
  • scale spaces