A symmetry-based constructive approach to probability densities for one-dimensional diffusion processes

DOI10.2307/3214376zbMath0688.60064OpenAlexW4246203972WikidataQ63434473 ScholiaQ63434473MaRDI QIDQ4207455

Virginia Giorno, Luigi M. Ricciardi, Amelia G. Nobile

Publication date: 1989

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

Full work available at URL: https://doi.org/10.2307/3214376

zbMATH Keywords

diffusion processestime-dependent boundariesfirst passage-time

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (7)

Stochastic Integrate and Fire Models: A Review on Mathematical Methods and Their Applications ⋮ A First-Passage-Time Problem for Symmetric and Similar Two-Dimensional Birth–Death Processes ⋮ On a bilateral birth-death process with alternating rates ⋮ On the first-passage times of certain Gaussian processes, and related asymptotics ⋮ On first–crossing times of one–dimensional diffusions over two time–dependent boundaries ⋮ On the construction of a special class of time-inhomogeneous diffusion processes ⋮ Some conditional crossing results of Brownian motion over a piecewise-linear boundary

This page was built for publication: A symmetry-based constructive approach to probability densities for one-dimensional diffusion processes