Hitting time distributions of single points for 1-dimensional generalized diffusion processes
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Cites work
- Characterization of the class of upward first passage time distributions of birth and death processes and related results
- Classes of infinitely divisible distributions and densities
- Eigenvalue expansions for diffusion hitting times
- scientific article; zbMATH DE number 3437485 (Why is no real title available?)
- On the unimodality of passage time densities in birth-death processes
Cited in
(15)- Numerical determination of hitting time distributions from their Laplace transforms: simple cases
- Hitting times to spheres of Brownian motions with drifts starting from the origin
- The probability distributions of the first hitting times of Bessel processes
- On subclasses of infinitely divisible distributions on R related to hitting time distributions of 1-dimensional generalized diffusion processes
- Limit theorems for hitting times of 1-dimensional generalized diffusions
- scientific article; zbMATH DE number 1984430 (Why is no real title available?)
- scientific article; zbMATH DE number 1775603 (Why is no real title available?)
- Unimodality of Hitting Times for Stable Processes
- Invariance formulas for stopping times of squared Bessel process
- scientific article; zbMATH DE number 4122965 (Why is no real title available?)
- scientific article; zbMATH DE number 758249 (Why is no real title available?)
- Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential distributions
- Spectral representation of one-dimensional Liouville Brownian motion and Liouville Brownian excursion
- Diffusion hitting times and the bell-shape
- Hitting law asymptotics for a fluctuating Brownian functional
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