Pages that link to "Item:Q1163297"
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The following pages link to The spectral decomposition of a diffusion hitting time (Q1163297):
Displayed 20 items.
- Distribution of the time to explosion for one-dimensional diffusions (Q267030) (← links)
- Lie symmetries methods in boundary crossing problems for diffusion processes (Q829565) (← links)
- On times to quasi-stationarity for birth and death processes (Q842403) (← links)
- On the excursion theory for linear diffusions (Q1000331) (← links)
- On Kac functionals of one-dimensional diffusions (Q1081215) (← links)
- Diffusion first passage times: Approximations and related differential equations (Q1098500) (← links)
- The hitting time density for a reflected Brownian motion (Q1930395) (← links)
- Hitting time distributions for denumerable birth and death processes (Q1930532) (← links)
- Another look at the Hartman-Watson distributions (Q2006374) (← links)
- Time and place of the maximum for one-dimensional diffusion bridges and meanders (Q2039761) (← links)
- Small-\(t\) expansion for the Hartman-Watson distribution (Q2065487) (← links)
- Skew Ornstein-Uhlenbeck processes and their financial applications (Q2510020) (← links)
- A cumulant approach for the first-passage-time problem of the Feller square-root process (Q2661059) (← links)
- Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions (Q2750962) (← links)
- On absorption times and Dirichlet eigenvalues (Q3085572) (← links)
- An eigenvalue decomposition for first hitting times in random walks (Q3957736) (← links)
- THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE (Q4653015) (← links)
- Explicit asymptotics on first passage times of diffusion processes (Q5005031) (← links)
- Volterra integral equations of the first kind and applications to linear diffusions (Q5125069) (← links)
- Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup> (Q5711161) (← links)