On subclasses of infinitely divisible distributions on R related to hitting time distributions of 1-dimensional generalized diffusion processes

DOI10.1017/S0027763000004165zbMath0770.60014OpenAlexW1536659317MaRDI QIDQ4025587

Makoto Yamazato

Publication date: 18 February 1993

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0027763000004165

zbMATH Keywords

infinitely divisible distributionslimit theoremsmixtures of exponential distributionshitting times in diffusion processes

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Related Items (2)

Limit theorems for hitting times of 1-dimensional generalized diffusions ⋮ Oscillation of modes of some semi-stable Lévy processes

Cites Work

• Characterization of the class of upward first passage time distributions of birth and death processes and related results
• On strongly unimodal infinitely divisible distributions
• Classes of infinitely divisible distributions and densities
• Unnamed Item

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