On the asymptotic behaviour of first-passage-time densities for one-dimensional diffusion processes and varying boundaries

DOI10.2307/1427567zbMATH Open0717.60088OpenAlexW2318038466WikidataQ63434470 ScholiaQ63434470MaRDI QIDQ5748699FDOQ5748699

Authors: Virginia Giorno, Amelia G. Nobile, L. M. Ricciardi 

Publication date: 1990

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

Full work available at URL: https://doi.org/10.2307/1427567

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zbMATH Keywords

Ornstein-Uhlenbeck processdiffusion processessteady-state densityfirst-passage time problem

Mathematics Subject Classification ID

Diffusion processes (60J60)

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• An asymptotic analysis of the mean first passage time for narrow escape problems. I: Two-dimensional domains

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