scientific article; zbMATH DE number 1129546
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Publication:4380611
zbMath0902.60062MaRDI QIDQ4380611
Publication date: 10 December 1998
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
first passage timesergodicitydiffusion processstationary distributionreversibilitypeculiar importance
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Analysis of reflected diffusions via an exponential time-based transformation ⋮ On the first-passage area of a one-dimensional jump-diffusion process ⋮ On one-dimensional Riccati diffusions ⋮ On the first hitting time of a one-dimensional diffusion and a compound Poisson process
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