Exponential trends of first-passage-time densities for a class of diffusion processes with steady-state distribution
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Publication:3694408
DOI10.2307/3213864zbMath0575.60076OpenAlexW2314803105MaRDI QIDQ3694408
Luigi M. Ricciardi, Amelia G. Nobile, Laura Sacerdote
Publication date: 1985
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3213864
steady state distributionfirst-passage timeinaccessible boundaryasymptotic behavior of the first-passage time
Diffusion processes (60J60) Local time and additive functionals (60J55) Limit theorems in probability theory (60F99)
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