Almost sure comparisons for first passage times of diffusion processes through boundaries

DOI10.1023/B:MCAP.0000026563.27820.FFzbMath1049.60033OpenAlexW2077722450MaRDI QIDQ596517

Sumit K. Garg

Publication date: 10 August 2004

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:mcap.0000026563.27820.ff

zbMATH Keywords

comparison theoremdiffusion processOrnstein-Uhlenbeck processfirst passage timeFeller process

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60)

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On the inverse first-passage-time problem for a Wiener process ⋮ Stochastic Integrate and Fire Models: A Review on Mathematical Methods and Their Applications

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