Passage-time moments for continuous non-negative stochastic processes and applications

DOI10.2307/1428179zbMath0857.60042OpenAlexW1977409793MaRDI QIDQ4715304

Ruth J. Williams, Mikhail V. Menshikov

Publication date: 24 February 1997

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: http://purl.umn.edu/2670

zbMATH Keywords

diffusionspassage-time momentsreflected Brownian motion in a wedgesub/supermartingale inequalities

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Diffusion processes (60J60)

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