Pages that link to "Item:Q5005031"

The following pages link to Explicit asymptotics on first passage times of diffusion processes (Q5005031):

Displaying 7 items.

• Passage time statistics in exponential distributed time-delay models: noisy asymptotic dynamics (Q458423) (← links)
• Asymptotics for diffusion first-passage laws (Q605857) (← links)
• Asymptotic exponentiality of the first exit time of the Shiryaev–Roberts diffusion with constant positive drift (Q4596535) (← links)
• On first passage times of sticky reflecting diffusion processes with double exponential jumps (Q5109497) (← links)
• Selfsimilarity of diffusions’ first passage times (Q5876391) (← links)
• Asymptotics for the survival probability of time-inhomogeneous diffusion processes (Q6106542) (← links)
• First-exit-time problems for two-dimensional Wiener and Ornstein–Uhlenbeck processes through time-varying ellipses (Q6550286) (← links)