Limit theorems for hitting times of 1-dimensional generalized diffusions
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Cites work
- Classes of infinitely divisible distributions and densities
- Hitting time distributions of single points for 1-dimensional generalized diffusion processes
- Note on the asymptotic normality of a stochastic process with independent increments
- On subclasses of infinitely divisible distributions on R related to hitting time distributions of 1-dimensional generalized diffusion processes
- On the asymptotic behaviour of first passage times for diffusions
- Self-similar processes with independent increments
Cited in
(13)- A conditional limit theorem for generalized diffusion processes
- Occupation time theorems for a class of one-dimensional diffusion processes
- Convergence of hitting times in diffusion models with jumps and non-Lipschitz diffusion
- scientific article; zbMATH DE number 1775603 (Why is no real title available?)
- Hitting time distributions of single points for 1-dimensional generalized diffusion processes
- scientific article; zbMATH DE number 4122965 (Why is no real title available?)
- scientific article; zbMATH DE number 758249 (Why is no real title available?)
- Diffusions from infinity
- Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times
- Rates of decay and h-processes for one dimensional diffusions conditioned on non-absorption
- Limit theorems for transient diffusions on the line
- Asymptotic conditional distributions related to one-dimensional generalized diffusion processes
- Diffusions with Bessel-like drifts
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