Almost sure comparisons for first passage times of diffusion processes through boundaries (Q596517)
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scientific article; zbMATH DE number 2085814
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost sure comparisons for first passage times of diffusion processes through boundaries |
scientific article; zbMATH DE number 2085814 |
Statements
Almost sure comparisons for first passage times of diffusion processes through boundaries (English)
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10 August 2004
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diffusion process
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first passage time
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comparison theorem
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Feller process
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Ornstein-Uhlenbeck process
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