Hazard-selfsimilarity of diffusions’ first passage times (Q5888042)
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scientific article; zbMATH DE number 7677547
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hazard-selfsimilarity of diffusions’ first passage times |
scientific article; zbMATH DE number 7677547 |
Statements
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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