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A first-passage-place problem for integrated diffusion processes
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- Journal of Applied Probability / Volume 61 / Issue 1 / March 2024
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- 22 May 2023, pp. 55-67
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- March 2024
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First-Passage Distributions of Bidimensional Processes
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- Probability in the Engineering and Informational Sciences / Volume 10 / Issue 3 / July 1996
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- 27 July 2009, pp. 325-339
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First Passage Problems for Asymmetric Wiener Processes
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- Journal of Applied Probability / Volume 43 / Issue 1 / March 2006
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- 14 July 2016, pp. 175-184
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- March 2006
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MAXIMIZING THE TIME SPENT BY A DIFFUSION PROCESS IN AN INTERVAL
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- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 1 / January 2001
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- 07 February 2001, pp. 69-82
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On the inverse of the first hitting time problem for bidimensional processes
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- Journal of Applied Probability / Volume 34 / Issue 3 / September 1997
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- 14 July 2016, pp. 610-622
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- September 1997
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Problèmes de premier passage résolubles par la méthode de séparation des variables
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- Journal of Applied Probability / Volume 32 / Issue 2 / June 1995
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- 14 July 2016, pp. 337-348
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- June 1995
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On the first hitting place of the integrated Wiener process
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- Advances in Applied Probability / Volume 21 / Issue 4 / December 1989
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- 01 July 2016, pp. 945-948
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- December 1989
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Commande optimale du processus de wiener
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- Journal of Applied Probability / Volume 26 / Issue 1 / March 1989
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- 14 July 2016, pp. 50-57
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- March 1989
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Utilisation de densites des premier passage en commande optimale stochastique
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- Advances in Applied Probability / Volume 20 / Issue 1 / March 1988
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- 01 July 2016, pp. 231-234
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- March 1988
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