April 01, 1990 article A Direct Approach to the Exit Problem SIAM Journal on Applied Mathematics DOI: 10.1137/0150036 OpenAlex Authors 0 Author list not loaded yet. Cited by 1 stored of 162 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access Higher-order adaptive methods for exit times of Itô diffusions 2023 IMA Journal of Numerical Analysis article Economics, Econometrics and Finance Stochastic processes and financial applications Open access 1 citations 1 result References 0