On first-passage-time and transition densities for strongly symmetric diffusion processes (Q4343829)

From MaRDI portal
scientific article; zbMATH DE number 1031713
Language Label Description Also known as
English
On first-passage-time and transition densities for strongly symmetric diffusion processes
scientific article; zbMATH DE number 1031713

    Statements

    On first-passage-time and transition densities for strongly symmetric diffusion processes (English)
    0 references
    26 August 1997
    0 references
    0 references
    diffusion processes
    0 references
    time-varying boundaries
    0 references
    first passage time
    0 references
    absorbing boundaries
    0 references
    hyperbolic process
    0 references
    Ornstein-Uhlenbeck process
    0 references
    0 references
    0 references
    0 references
    0 references