Exponential trends of first-passage-time densities for a class of diffusion processes with steady-state distribution
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Publication:3694408
DOI10.2307/3213864zbMath0575.60076MaRDI QIDQ3694408
Laura Sacerdote, Amelia G. Nobile, Luigi M. Ricciardi
Publication date: 1985
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3213864
steady state distribution; first-passage time; inaccessible boundary; asymptotic behavior of the first-passage time
60J60: Diffusion processes
60J55: Local time and additive functionals
60F99: Limit theorems in probability theory
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