On mean recurrence times of stationary one-dimensional diffusion processes

DOI10.1016/0304-4149(84)90169-8zbMath0545.60076OpenAlexW2040333647MaRDI QIDQ797227

Rudolf Grübel

Publication date: 1984

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(84)90169-8

zbMATH Keywords

first exit timerecurrence timestime of first return

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60)

Cites Work

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