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An Efficient Algorithm for Solving Integro-Differential Equation

open access: bronze, 2019
Hassan Hamad J. AL-Nasrawy   +2 more
openalex   +2 more sources

First Passage Time of Filtered Poisson Process with Exponential Shape Function [PDF]

open access: yes
Solving some integro-differential equation we find the Laplace transformation of the first passage time for Filtered Poisson Process generated by pulses with uniform or exponential distributions.
Alexander Novikov   +3 more
core  

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