A note on first-passage time and some related problems

DOI10.2307/3213778zbMath0571.60083OpenAlexW2312498119MaRDI QIDQ3687466

Amelia G. Nobile, Luigi M. Ricciardi, Laura Sacerdote

Publication date: 1985

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213778

zbMATH Keywords

first passage timesKolmogorov forward equationprobability current

Mathematics Subject Classification ID

Diffusion processes (60J60)

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