Pages that link to "Item:Q3051182"

The following pages link to Eigenvalue expansions for diffusion hitting times (Q3051182):

Displaying 49 items.

• Strong stationary duality for diffusion processes (Q501820) (← links)
• Lie symmetries methods in boundary crossing problems for diffusion processes (Q829565) (← links)
• Hitting law asymptotics for a fluctuating Brownian functional (Q935574) (← links)
• On Pólya mixtures of multivariate Gaussian distributions (Q945783) (← links)
• Boundary-crossing identities for diffusions having the time-inversion property (Q966509) (← links)
• On subordinated multivariate Gaussian Lévy processes (Q996741) (← links)
• On the excursion theory for linear diffusions (Q1000331) (← links)
• On the asymptotic behaviour of first passage times for diffusions (Q1090005) (← links)
• Diffusion first passage times: Approximations and related differential equations (Q1098500) (← links)
• Approximating probability densities on the positive half-line (Q1119257) (← links)
• The hitting time density for a reflected Brownian motion (Q1930395) (← links)
• Brownian motion with a horizontal Bessel drift in a parabolic-type domain (Q1979903) (← links)
• Time and place of the maximum for one-dimensional diffusion bridges and meanders (Q2039761) (← links)
• Pairwise near-maximal grand coupling of Brownian motions (Q2157449) (← links)
• On the evaluation of an integral involving the Whittaker \(W\) function (Q2199771) (← links)
• Yukawa potential, panharmonic measure and Brownian motion (Q2305841) (← links)
• Hitting times to spheres of Brownian motions with drifts starting from the origin (Q2330697) (← links)
• Walk on spheres algorithm for Helmholtz and Yukawa equations via Duffin correspondence (Q2397966) (← links)
• Nodal geometry, heat diffusion and Brownian motion (Q2409089) (← links)
• Invariance principle for non-homogeneous random walks (Q2423454) (← links)
• Generalized disconnection exponents (Q2660386) (← links)
• A cumulant approach for the first-passage-time problem of the Feller square-root process (Q2661059) (← links)
• Approximating the first passage time density from data using generalized Laguerre polynomials (Q2684064) (← links)
• Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions (Q2750962) (← links)
• On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero (Q2798578) (← links)
• Hitting times to spheres of Brownian motions with and without drifts (Q2827385) (← links)
• The probability distributions of the first hitting times of Bessel processes (Q2847193) (← links)
• Exit times densities of the Bessel process (Q2980835) (← links)
• On the quasi-stationary distribution of the Shiryaev–Roberts diffusion (Q2986851) (← links)
• Eigenvalue expansions for diffusion hitting times (Q3051182) (← links)
• On absorption times and Dirichlet eigenvalues (Q3085572) (← links)
• Efficient Estimation of One-Dimensional Diffusion First Passage Time Densities via Monte Carlo Simulation (Q3094686) (← links)
• Classes of infinitely divisible distributions and densities (Q3915699) (← links)
• An eigenvalue decomposition for first hitting times in random walks (Q3957736) (← links)
• THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE (Q4653015) (← links)
• Invariance formulas for stopping times of squared Bessel process (Q4685698) (← links)
• Hitting time distributions of single points for 1-dimensional generalized diffusion processes (Q4711910) (← links)
• Explicit asymptotics on first passage times of diffusion processes (Q5005031) (← links)
• Some applications of heat flow to Laplace eigenfunctions (Q5074359) (← links)
• Volterra integral equations of the first kind and applications to linear diffusions (Q5125069) (← links)
• Multiple barrier-crossings of an Ornstein-Uhlenbeck diffusion in consecutive periods (Q5155315) (← links)
• Asymptotic expansions for the first hitting times of Bessel processes (Q5161636) (← links)
• Asymptotics of the densities of the first passage time distributions for Bessel diffusions (Q5496676) (← links)
• Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process¹ (Q5711161) (← links)
• (Q5856500) (← links)
• Square-root boundaries for Bessel processes and the hitting times of radial Ornstein-Uhlenbeck processes (Q6039593) (← links)
• Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential distributions (Q6160974) (← links)
• On optimal uniform approximation of Lévy processes on Banach spaces with finite variation processes (Q6175887) (← links)
• On bivariate distributions of the local time of Itô-McKean diffusions (Q6178557) (← links)