On a symmetry-based constructive approach to probability densities for two-dimensional diffusion processes

DOI10.2307/3215291zbMath0835.60071OpenAlexW2333795666WikidataQ63434461 ScholiaQ63434461MaRDI QIDQ4842811

Virginia Giorno, Amelia G. Nobile, Antonio Di Crescenzo, Luigi M. Ricciardi

Publication date: 8 April 1996

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

Full work available at URL: https://doi.org/10.2307/3215291

zbMATH Keywords

linear processabsorbing boundaryfirst-crossing time probability

Mathematics Subject Classification ID

Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Markov processes (60J99)

Related Items

First passage times of two-dimensional correlated processes: analytical results for the Wiener process and a numerical method for diffusion processes, A First-Passage-Time Problem for Symmetric and Similar Two-Dimensional Birth–Death Processes, On a bilateral birth-death process with alternating rates, Joint Densities of First Hitting Times of a Diffusion Process Through Two Time-Dependent Boundaries, Stochastic dynamic models of response time and accuracy: A foundation primer