Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/6012
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dc.contributor.authorAksop, C.-
dc.contributor.authorÇelebioğlu S.-
dc.contributor.authorKhaniyev, Tahir-
dc.date.accessioned2021-09-11T15:21:25Z-
dc.date.available2021-09-11T15:21:25Z-
dc.date.issued2013en_US
dc.identifier.issn2147-1762-
dc.identifier.urihttps://hdl.handle.net/20.500.11851/6012-
dc.description.abstractIn this paper, we study the first passage time of a diffusion process to a moving boundary. Under some special conditions we apply a transformation to diffusion process and to the boundary function and then in each case obtain the first passage time distribution of the original process by the first passage time distribution of transformed process to transformed boundary. In addition, by applying these transformations to the Ornstein- Uhlenbeck and Wiener processes the first passage time distributions for the new boundaries are presented as examples.en_US
dc.language.isoenen_US
dc.publisherGazi Universitesien_US
dc.relation.ispartofGazi University Journal of Scienceen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectDiffusion processen_US
dc.subjectFirst passage timesen_US
dc.subjectFixed boundariesen_US
dc.subjectHyperbolic functionen_US
dc.subjectLambert functionen_US
dc.subjectMoving boundariesen_US
dc.subjectOrnstein-uhlenbeck processen_US
dc.titleTransformation on diffusion processes and first passage time to the moving boundariesen_US
dc.typeArticleen_US
dc.departmentFaculties, Faculty of Engineering, Department of Industrial Engineeringen_US
dc.departmentFakülteler, Mühendislik Fakültesi, Endüstri Mühendisliği Bölümütr_TR
dc.identifier.volume26en_US
dc.identifier.issue1en_US
dc.identifier.startpage57en_US
dc.identifier.endpage62en_US
dc.identifier.wosWOS:000421144400008en_US
dc.identifier.scopus2-s2.0-84875996136en_US
dc.institutionauthorKhaniyev, Tahir-
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.identifier.scopusqualityQ3-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.grantfulltextnone-
item.fulltextNo Fulltext-
item.openairetypeArticle-
item.cerifentitytypePublications-
item.languageiso639-1en-
crisitem.author.dept02.4. Department of Industrial Engineering-
Appears in Collections:Endüstri Mühendisliği Bölümü / Department of Industrial Engineering
Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection
WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection
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