scientific article; zbMATH DE number 4199204

MaRDI QIDQ3350424zbMATH OpenFDO

Authors

Publication date 1990

zbMATH Keywords

diffusionexcursion theoryfirst hitting timeground stateHamiltonianLaplace transformLaplace transformslocal timePoisson process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Brownian motion (60J65)

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