Hazard-selfsimilarity of diffusions’ first passage times

DOI10.1088/1751-8121/acc4f7OpenAlexW4327545693MaRDI QIDQ5888042

Iddo I. Eliazar

Publication date: 21 April 2023

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1751-8121/acc4f7

zbMATH Keywords

hazard ratesselfsimilarityfirst-passage timesextreme-value lawsIto diffusionsdiffusion in logarithmic potentialsnon-normalizable densities

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Statistical mechanics, structure of matter (82-XX)

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