fptdApprox (2.1)

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.

Maintainer: Juan J. Serrano-PĂ©rez
Author(s): Patricia Romn-Romn, Juan J. Serrano-Prez and Francisco Torres-Ruiz.

License: GPL-2

Uses: Does not use any package
Reverse suggests: DiffusionRgqd

Released over 4 years ago.