First-Passage Distributions of Bidimensional Processes

DOI10.1017/S0269964800004393MaRDI QIDQ5485374zbMATH OpenFDO

Authors Mario Lefebvre

Publication date 30 August 2006

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0269964800004393

Mathematics Subject Classification ID

Sample path properties (60G17)

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Cites work

• First-Passage Densities of a Two-Dimensional Process
• scientific article; zbMATH DE number 3889341 (Why is no real title available?)
• scientific article; zbMATH DE number 3651447 (Why is no real title available?)
• scientific article; zbMATH DE number 3736679 (Why is no real title available?)
• scientific article; zbMATH DE number 158461 (Why is no real title available?)
• scientific article; zbMATH DE number 3438157 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process
• Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
• The one-sided barrier problem for an integrated ornstein-uhlenbeck process
• Viscosity Solutions of Hamilton-Jacobi Equations

Cited in

(13)

• Similarity solutions of first-passage problems for two-dimensional Wiener processes
• Hitting parabolas and exponential curves with diffusion processes
• First passage sets of the 2D continuum Gaussian free field
• On a stopped functional for a bidimensional process
• Mean First-Passage Time to Zero for Wear Processes
• scientific article; zbMATH DE number 1304774 (Why is no real title available?)
• On the inverse of the first hitting time problem for bidimensional processes
• scientific article; zbMATH DE number 1089126 (Why is no real title available?)
• First-Passage Densities of a Two-Dimensional Process
• Problèmes de premier passage résolubles par la méthode de séparation des variables
• Large-deviation expressions for the distribution of first-passage coordinates
• scientific article; zbMATH DE number 929630 (Why is no real title available?)
• First passage to a semi-infinite line for a two-dimensional Wiener process

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