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CITATION.cff
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CITATION.cff
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cff-version: 1.0.0
message: "If you use this software, please cite it as below."
authors:
- family-names: "Liang"
given-names: "Vincent"
orcid: "https://orcid.org/0009-0009-3524-9598"
- family-names: "Borovokov"
given-names: "Konstantin"
orcid: "https://orcid.org/0000-0003-1258-7120"
title: "On Markov chain approximations for computing boundary crossing probabilities of diffusion processes"
version: 1.0.0
doi: 10.1017/jpr.2023.11
date-released: 2023-12-18
url: "https://github.com/pika-pikachu/BoundaryCrossingProbabilities.jl"
preferred-citation:
type: article
authors:
- family-names: "Liang"
given-names: "Vincent"
orcid: "https://orcid.org/0009-0009-3524-9598"
- family-names: "Borovkov"
given-names: "Konstantin"
orcid: "https://orcid.org/0000-0003-1258-7120"
doi: "10.1017/jpr.2023.11"
journal: "Journal of Applied Probability"
month: 12
start: 1386 # First page number
end: 1415 # Last page number
title: "On Markov chain approximations for computing boundary crossing probabilities of diffusion processes"
issue: 60
volume: 4
year: 2023