Almost sure comparisons for first passage times of diffusion processes through boundaries
type: Item
instance of: scholarly article
title: Almost sure comparisons for first passage times of diffusion processes through boundaries
zbMATH Open document ID: 1049.60033
author: Sumit K. Garg
published in: Methodology and Computing in Applied Probability
publication date: 2004-08-10T00:00:00Z
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 2085814
zbMATH Keywords: diffusion process
zbMATH Keywords: first passage time
zbMATH Keywords: comparison theorem
zbMATH Keywords: Feller process
zbMATH Keywords: Ornstein-Uhlenbeck process
MaRDI profile type: Publication
full work available at URL: b:mcap.0000026563.27820.ff
OpenAlex ID: W2077722450
DOI: 10.1023/B:MCAP.0000026563.27820.FF
description: scientific article; zbMATH DE number 2085814