Moments of the first passage time of one-dimensional diffusion with two-sided barriers

DOI10.1016/j.spl.2008.07.008zbMath1154.60343OpenAlexW2004859853MaRDI QIDQ958974

Huiqing Wang, Chuan-Cun Yin

Publication date: 10 December 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.07.008

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (3)

Stochastic areas of diffusions and applications ⋮ Optimal dividends and capital injection under dividend restrictions ⋮ On the densities of certain bounded diffusion processes

Cites Work

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