fptdApprox: Approximation of First-Passage-Time Densities for Diffusion Processes

Efficient approximation of first-passage-time densities for diffusion processes based on the First-Passage-Time Location (FPTL) function.

Package details

AuthorPatricia Romn-Romn, Juan J. Serrano-Prez and Francisco Torres-Ruiz.
MaintainerJuan J. Serrano-Prez <[email protected]>
Package repositoryView on CRAN
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fptdApprox documentation built on May 29, 2017, 11:06 p.m.