Tails of the first hitting times of linear diffusions

DOI10.21099/tkbjm/1474747487zbMath1350.60078OpenAlexW2522665656MaRDI QIDQ329126

Yuji Kasahara

Publication date: 21 October 2016

Published in: Tsukuba Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.21099/tkbjm/1474747487

zbMATH Keywords

decay ratesspectral functionslinear diffusionsscale functionsfirst-hitting times

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60)

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