On first-passage-time and transition densities for strongly symmetric diffusion processes (Q4343829)
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scientific article; zbMATH DE number 1031713
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English | On first-passage-time and transition densities for strongly symmetric diffusion processes |
scientific article; zbMATH DE number 1031713 |
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On first-passage-time and transition densities for strongly symmetric diffusion processes (English)
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26 August 1997
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diffusion processes
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time-varying boundaries
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first passage time
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absorbing boundaries
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hyperbolic process
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Ornstein-Uhlenbeck process
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