Joint distributions concerning last exit time for diffusion processes

DOI10.1007/s11464-021-0094-7zbMath1529.60055OpenAlexW4387122876MaRDI QIDQ6082877

Ye Chen, Ying-qiu Li

Publication date: 7 December 2023

Published in: Frontiers of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-021-0094-7

zbMATH Keywords

Laplace transformoccupation measurelast exit timescalar diffusion

Mathematics Subject Classification ID

Diffusion processes (60J60) Sample path properties (60G17)

Cites Work

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