Concepedia
Methodology And Computing In Applied Probability · 2001 · 53 citations · 9 references
9
Diffusion processes in one dimension
William Feller · Transactions of the American Mathematical Society · 1954 · 513 citations · Full text
Spectral Theory, Integration Problem, Familiar Adjoint +17
<i>Stochastic Dynamical Systems</i>
Joseph Honerkamp, James D. Meiss · Physics Today · 1994 · 271 citations
Engineering, Stochastic Processes, Stochastic System +5
The numerical solution of stochastic differential equations
Peter E. Kloeden, Robert A. Pearson · The Journal of the Australian Mathematical Society Series B Applied Mathematics · 1977 · 259 citations · Full text
Numerical Analysis, Engineering, Runge–kutta Iterative Scheme +8
A new integral equation for the evaluation of first-passage-time probability densities
Aniello Buonocore, A. G. Nobile, Luigi M. Ricciardi · Advances in Applied Probability · 1987 · 213 citations
Numerical Analysis, Density Estimation, Engineering +14
AN OUTLINE OF THEORETICAL AND ALGORITHMIC APPROACHES TO FIRST PASSAGE TIME PROBLEMS WITH APPLICATIONS TO BIOLOGICAL MODELING
L. M. Ricciardi, Antonio Di Crescenzo, Virginia Giorno et al. · Mathematica japonica · 1999 · 136 citations
Mathematical Biophysics, Biological Model, Biological Computation +2