Limit theorems for hitting times of 1-dimensional generalized diffusions

DOI10.1017/S0027763000006784zbMath0943.60078MaRDI QIDQ4267433

Makoto Yamazato, Matsuyo Tomisaki

Publication date: 30 August 2000

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

zbMATH Keywords

asymptotic distributionfirst hitting timeone-dimensional diffusion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60)

Related Items (1)

Diffusions with Bessel-like drifts

Cites Work

• On the asymptotic behaviour of first passage times for diffusions
• Self-similar processes with independent increments
• Classes of infinitely divisible distributions and densities
• On subclasses of infinitely divisible distributions on R related to hitting time distributions of 1-dimensional generalized diffusion processes
• Hitting time distributions of single points for 1-dimensional generalized diffusion processes
• Note on the asymptotic normality of a stochastic process with independent increments

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