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On last passage times of linear diffusions to curved boundaries - MaRDI portal

On last passage times of linear diffusions to curved boundaries (Q4981577)

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scientific article; zbMATH DE number 6308063
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English
On last passage times of linear diffusions to curved boundaries
scientific article; zbMATH DE number 6308063

    Statements

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    24 June 2014
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    last passage times
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    linear diffusions
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    curved boundaries
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    Brownian motion
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    Bessel process
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    time inversion
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    math.PR
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    Identifiers