scientific article; zbMATH DE number 4184569

MaRDI QIDQ5750064zbMATH OpenFDO

Authors Gareth O. Roberts

Publication date 1990

zbMATH Keywords

Brownian motionhazard functionhitting timeinequalities for conditioned Markov processestime-dependent boundary-hitting

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65)

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(6)

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• Approximate expected hitting times of certain state variables of physics and economics
• The hazard rate tangent approximation for boundary hitting times
• On an approach to boundary crossing by stochastic processes
• A unified approach for hitting time of jump Markov type processes

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