Eigenvalue expansions for diffusion hitting times

DOI10.1007/BF00538895zbMath0415.60071OpenAlexW2008178857MaRDI QIDQ3051182

Publication date: 1980

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00538895

zbMATH Keywords

diffusion Bessel functions infinite divisibility hitting time mixture of exponential distributions Sturm-Liouville expansion

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (49)

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