Log-concavity and log-convexity in passage time densities of diffusion and birth-death processes

DOI10.2307/3211909zbMath0248.60063OpenAlexW4238792265MaRDI QIDQ5660989

Julian Keilson

Publication date: 1971

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

Full work available at URL: https://doi.org/10.2307/3211909

Mathematics Subject Classification ID

Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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