On the asymptotic behaviour of first passage times for diffusions
type: Item
instance of: scholarly article
title: On the asymptotic behaviour of first passage times for diffusions
zbMATH Open document ID: 0621.60079
DOI: 10.1007/BF00319295
author: G. Keller
author: Götz Kersting
author: Uwe Rösler
publication date: 1988-01-01T00:00:00Z
review text: We investigate the asymptotic behaviour of first passage times of diffusions or birth-death processes. Necessary and sufficient conditions in terms of moments and the speed and scale functions are given for convergence of the first passage times to a normal or an exponential distribution.
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60J80
zbMATH DE Number: 4007391
zbMATH Keywords: asymptotic behaviour of first passage times for diffusions
zbMATH Keywords: birth-death processes
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf00319295
OpenAlex ID: W1971895477
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 4007391