Passage time moments for multidimensional diffusions
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Publication:4503223
DOI10.1239/jap/1014842281zbMath0965.60068OpenAlexW2051148294MaRDI QIDQ4503223
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Publication date: 4 September 2000
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1014842281
Related Items (4)
Spectral condition, hitting times and Nash inequality ⋮ Reflecting random walks in curvilinear wedges ⋮ Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times ⋮ Hitting time of a corner for a reflected diffusion in the square
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