Unimodality of passage times for one-dimensional strong Markov processes

DOI10.1214/AOP/1176994672MaRDI QIDQ1145940zbMATH OpenOpenAlexFDO

Authors Uwe Rösler

Publication date 1980

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176994672

zbMATH Keywords

birth-death processesdiffusionunimodalityvariation diminishing property

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cited in

(14)

• On first passage time structure of random walks
• First passage times of birth-death processes and simple random walks
• Spectral theory for one-dimensional (non-symmetric) stable processes killed upon hitting the origin
• Hitting densities for spectrally positive stable processes
• On the asymptotic behaviour of solutions of stochastic differential equations
• On Zeros of a System of Polynomials and Application to Sojourn Time Distributions of Birth-and-Death Processes
• Classes of infinitely divisible distributions and densities
• Modelling and inference for epidemic models featuring non-linear infection pressure
• Unimodality of Hitting Times for Stable Processes
• Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential distributions
• Asymptotics and criticality for a space-dependent branching process
• Orthogonal gamma-based expansion for the CIR's first passage time distribution
• Diffusion hitting times and the bell-shape
• Hitting law asymptotics for a fluctuating Brownian functional

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