Hitting time distributions of single points for 1-dimensional generalized diffusion processes

DOI10.1017/S0027763000003172zbMath0745.60083OpenAlexW1524646956MaRDI QIDQ4711910

Makoto Yamazato

Publication date: 25 June 1992

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

Full work available at URL: https://doi.org/10.1017/s0027763000003172

zbMATH Keywords

characterizationhitting time distributionsexponential order decaypower order decay

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Diffusion processes (60J60)

Related Items (8)

Limit theorems for hitting times of 1-dimensional generalized diffusions ⋮ Unimodality of Hitting Times for Stable Processes ⋮ Diffusion hitting times and the bell-shape ⋮ Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential distributions ⋮ Hitting law asymptotics for a fluctuating Brownian functional ⋮ Invariance formulas for stopping times of squared Bessel process ⋮ The probability distributions of the first hitting times of Bessel processes ⋮ Hitting times to spheres of Brownian motions with drifts starting from the origin

Cites Work

• Unnamed Item
• Characterization of the class of upward first passage time distributions of birth and death processes and related results
• Eigenvalue expansions for diffusion hitting times
• On the unimodality of passage time densities in birth-death processes
• Classes of infinitely divisible distributions and densities

This page was built for publication: Hitting time distributions of single points for 1-dimensional generalized diffusion processes