On last passage times of linear diffusions to curved boundaries

zbMath1296.60218arXiv1204.5736MaRDI QIDQ4981577

Christophe Profeta

Publication date: 24 June 2014

Full work available at URL: https://arxiv.org/abs/1204.5736

zbMATH Keywords

Bessel processBrownian motionlinear diffusionscurved boundarieslast passage timestime inversion

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60)

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