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zbMath0727.60090MaRDI QIDQ3349723

Pierre Vallois

Publication date: 1991

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

diffusion gamma distribution convolution identity first-passage-time distribution inverse generalized Gaussian distribution last-passage-time

Mathematics Subject Classification ID

Diffusion processes (60J60) Probabilistic potential theory (60J45)

Related Items (7)

Remarks on a generalized inverse Gaussian type integral with applications ⋮ Independence properties of the Matsumoto-Yor type ⋮ Interpretation via Brownian motion of some independence properties between GIG and gamma variables. ⋮ A link between the Matsumoto-Yor property and an independence property on trees ⋮ Characterizations of GIG laws: a survey ⋮ Inifinite trees and inverse Gaussian random variables ⋮ Hitting times of interacting drifted Brownian motions and the vertex reinforced jump process

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