Passage time moments for multidimensional diffusions (Q4503223)

From MaRDI portal
scientific article; zbMATH DE number 1502234
Language Label Description Also known as
English
Passage time moments for multidimensional diffusions
scientific article; zbMATH DE number 1502234

    Statements

    Passage time moments for multidimensional diffusions (English)
    0 references
    4 September 2000
    0 references
    multidimensional diffusion
    0 references
    moments of hitting times
    0 references
    submartingales
    0 references
    subharmonic functions
    0 references

    Identifiers