On the asymptotic behaviour of first-passage-time densities for one-dimensional diffusion processes and varying boundaries (Q5748699)
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scientific article; zbMATH DE number 4182549
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| English | On the asymptotic behaviour of first-passage-time densities for one-dimensional diffusion processes and varying boundaries |
scientific article; zbMATH DE number 4182549 |
Statements
On the asymptotic behaviour of first-passage-time densities for one-dimensional diffusion processes and varying boundaries (English)
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1990
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first-passage time problem
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Ornstein-Uhlenbeck process
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diffusion processes
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steady-state density
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0.9251281023025512
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0.8620966672897339
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0.8516502380371094
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