Limit theorems for hitting times of 1-dimensional generalized diffusions
type: Item
instance of: scholarly article
title: Limit theorems for hitting times of 1-dimensional generalized diffusions
zbMATH Open document ID: 0943.60078
DOI: 10.1017/S0027763000006784
author: Matsuyo Tomisaki
author: Makoto Yamazato
published in: Nagoya Mathematical Journal
publication date: 2000-08-30T00:00:00Z
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 1347208
zbMATH Keywords: one-dimensional diffusion
zbMATH Keywords: first hitting time
zbMATH Keywords: asymptotic distribution
MaRDI profile type: Publication
cites work: Self-similar processes with independent increments
cites work: On the asymptotic behaviour of first passage times for diffusions
cites work: On subclasses of infinitely divisible distributions on R related to hitting time distributions of 1-dimensional generalized diffusion processes
cites work: Note on the asymptotic normality of a stochastic process with independent increments
cites work: Classes of infinitely divisible distributions and densities
cites work: Hitting time distributions of single points for 1-dimensional generalized diffusion processes
description: scientific article; zbMATH DE number 1347208