| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154075 | Statistics & Probability Letters | 2009 | 9 Pages |
Abstract
An approximate solution to an integral equation for the first-crossing-time density of a Wiener process with constant amplitude jumps separated by exponential random times is shown to hold under suitable conditions and to explain some multimodal behaviors.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Maria Teresa Giraudo,