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Publication:3687454
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zbMATH Open0571.60070MaRDI QIDQ3687454

Eckhard Platen

Publication date: 1985



Title of this publication is not available (Why is that?)


zbMATH Keywords

first exit times of diffusions


Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)



Related Items (5)

Diffusions, exit time moments and Weierstrass theorems ⋮ Asymptotic exponentiality of the first exit time of the Shiryaev–Roberts diffusion with constant positive drift ⋮ Reducing exit-times of diffusions with repulsive interactions ⋮ On the conditional expectation of the first exit time of Brownian motion ⋮ First hitting time of integral diffusions and applications






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