On the asymptotic behaviour of first passage times for diffusions (Q1090005)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the asymptotic behaviour of first passage times for diffusions |
scientific article |
Statements
On the asymptotic behaviour of first passage times for diffusions (English)
0 references
1988
0 references
We investigate the asymptotic behaviour of first passage times of diffusions or birth-death processes. Necessary and sufficient conditions in terms of moments and the speed and scale functions are given for convergence of the first passage times to a normal or an exponential distribution.
0 references
asymptotic behaviour of first passage times for diffusions
0 references
birth-death processes
0 references
0 references
