Hazard-selfsimilarity of diffusions’ first passage times (Q5888042): Difference between revisions

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Latest revision as of 23:15, 31 July 2024

scientific article; zbMATH DE number 7677547
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English
Hazard-selfsimilarity of diffusions’ first passage times
scientific article; zbMATH DE number 7677547

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    Hazard-selfsimilarity of diffusions’ first passage times (English)
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    21 April 2023
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    Ito diffusions
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    first-passage times
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    selfsimilarity
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    hazard rates
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    diffusion in logarithmic potentials
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    non-normalizable densities
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    extreme-value laws
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