Hitting time of a moving boundary for a diffusion

DOI10.1016/0304-4149(83)90007-8zbMath0504.60078OpenAlexW2024913978MaRDI QIDQ1836224

Richard F. Bass, K. Bruce Erickson

Publication date: 1983

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(83)90007-8

zbMATH Keywords

eigenvalueregular variationmoving boundary

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (1)

The moving-eigenvalue method: hitting time for Itô processes and moving boundaries

Cites Work

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• Spectral distribution of a differential operator

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