On the asymptotic behaviour of first passage times for diffusions (Q1090005)
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scientific article; zbMATH DE number 4007391
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the asymptotic behaviour of first passage times for diffusions |
scientific article; zbMATH DE number 4007391 |
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On the asymptotic behaviour of first passage times for diffusions (English)
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1988
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We investigate the asymptotic behaviour of first passage times of diffusions or birth-death processes. Necessary and sufficient conditions in terms of moments and the speed and scale functions are given for convergence of the first passage times to a normal or an exponential distribution.
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asymptotic behaviour of first passage times for diffusions
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birth-death processes
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