A symmetry-based constructive approach to probability densities for one-dimensional diffusion processes

DOI10.2307/3214376MaRDI QIDQ4207455zbMATH OpenOpenAlexWikidataFDO

Authors Virginia Giorno, Amelia G. Nobile, L. M. Ricciardi

Publication date 1989

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214376

zbMATH Keywords

diffusion processesfirst passage-timetime-dependent boundaries

Mathematics Subject Classification ID

Diffusion processes (60J60)

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• Some conditional crossing results of Brownian motion over a piecewise-linear boundary
• On the construction of a special class of time-inhomogeneous diffusion processes
• A First-Passage-Time Problem for Symmetric and Similar Two-Dimensional Birth–Death Processes
• Construction of first-passage-time densities for a diffusion process which is not necessarily time-homogeneous
• scientific article; zbMATH DE number 530056 (Why is no real title available?)
• On first-passage-time and transition densities for strongly symmetric diffusion processes
• Probability representations of a class of two-way diffusions
• Stochastic integrate and fire models: a review on mathematical methods and their applications
• On a bilateral birth-death process with alternating rates
• On a symmetry-based constructive approach to probability densities for two-dimensional diffusion processes
• On first–crossing times of one–dimensional diffusions over two time–dependent boundaries
• On the first-passage times of certain Gaussian processes, and related asymptotics
• On the densities of certain bounded diffusion processes
• Exact solutions for the probability density of various conditioned processes with an entrance boundary
• Lie symmetries methods in boundary crossing problems for diffusion processes

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