# First Passage Time

### Gambler’s Ruin and First Passage Time »

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### First-passage-time problems in time-aware networks

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### A First Passage Time Model for Counterparty Default

**first**

**passage**

**time**model, which is able to capture the correlation between the default and market risk factor, particularly interest ...

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### Ring structures and mean first passage time in networks

**first**

**passage**

**time**(MFPT) on generic ...mean

**first**

**passage**

**time**on a node s for a random walker starting from a generic, unknown, node ...We

**first**apply the method to ...

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### On the Probabilities of Correlated Defaults: a First Passage Time Approach

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**time**model by defining the default dependence in two directions: by extending to multi-dimension and by incorporating stochastic ...

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### Credit dynamics in a first passage time model with jumps

**first**

**passage**

**time**model, the computation of default proba- bilities is equivalent to computing the distributions of

**first**

**passage**...a

**time**-dependent barrier, but already in ...

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### Results related to first passage time problems and some of their applications

**first**

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**time**dis tribution via a study of the convergence properties of the series 2 n^ ...

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### Universal First-Passage-Time Distribution of Non-Gaussian Currents

**time**elapsed until the electric charge transferred through a conductor reaches a given threshold ...the

**first**-

**passage**times for the net number of electrons transferred between two metallic ...

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### Sign changes as a universal concept in first passage time calculations

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**passage**

**time**problems to direct numerical ...of

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**time**distributions for the wide class of non-differentiable Gaussian ...determine ...

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### Credit gap risk in a first passage time model with jumps

**time**the model may be calibrated to a wide range of dynamical ...the

**first**

**passage**

**time**model vanishes as maturity of the underlying CDS is approached, thereby excluding short-term ...

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### A canonical first passage time model to pricing nature-linked bonds

**first**-

**passage**

**time**distributions of jump- diffusion processes, as bondholders are short on digital options based on risk-tracking ...

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### Introduction of First Passage Time (FPT) Analysis for Software Reliability and Network Security

**time**and very difficult to detect with short term ...the

**first**

**passage**

**time**, which can be the

**time**when the system breaks down or when the hacker is successful in compromising a ...

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### Exit Probability and First Passage Time of a Lazy Pearson Walker: Scaling Behaviour

**first**

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**time**( t 1 ) i.e., the

**time**required for

**first**exit from a zone is ...of

**first**

**passage**

**time**was studied for different values of jump probability ...

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### Bankruptcy Prediction of Corporate Coupon Bond with Modified First Passage Time Approach

**First**

**Passage**...default

**time**definition of Black and Cox theory does not reflect economic reality ...classic

**First**

**Passage**

**Time**Approach, and re-defining the formula of ...

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### First–Passage Time Moment Approximation for the General Diffusion Process to a General Moving Barrier

**first**-

**passage**times to a moving barrier for diffusion and other Markov processes arises in biological modeling, population growth, statistics, engineering, ...the

**first**–

**passage**...

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### Exploring the environmental drivers of waterfowl movement in arid landscapes using first-passage time analysis

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### Portfolio Selection in Mean Minimum Return Level Expected Bounded First Passage Time Framework

**First**

**Passage**

**Time**(FPT) towards the ...and

**time**to such an event ...bounded

**first**pas- sage

**time**towards MRL and taking its expectation into consideration as an ...

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### Asymptotic Analysis for the Mean First Passage Time in Finite or Spatially Periodic 2-D Domains with a Cluster of Small Traps

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**time**and the splitting probability for a Brownian particle in a bounded 2-D domain that contains absorbing disks, referred to as “traps”, of asymptotically small ...

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### First-Passage Time Models with a Stochastic Time Change in Credit Risk

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### The effect of a random initial value in neural first-passage-time models

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