Explicit asymptotics on first passage times of diffusion processes (Q5005031)
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scientific article; zbMATH DE number 7378181
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit asymptotics on first passage times of diffusion processes |
scientific article; zbMATH DE number 7378181 |
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Explicit asymptotics on first passage times of diffusion processes (English)
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4 August 2021
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first passage time
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diffusion process
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perturbation theory
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Ornstein-Uhlenbeck process
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Bessel process
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exponential-Shiryaev process
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hypergeometric diffusion
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special functions
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