On mean recurrence times of stationary one-dimensional diffusion processes

DOI10.1016/0304-4149(84)90169-8zbMATH Open0545.60076OpenAlexW2040333647MaRDI QIDQ797227FDOQ797227

Authors: Rudolf Grübel 

Publication date: 1984

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(84)90169-8

Recommendations

• Kemeny's constant for one-dimensional diffusions
• scientific article; zbMATH DE number 1129546
• scientific article; zbMATH DE number 1069540
• scientific article; zbMATH DE number 3888651
• Exponential trends of first-passage-time densities for a class of diffusion processes with steady-state distribution

zbMATH Keywords

first exit timerecurrence timestime of first return

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)

This page was built for publication: On mean recurrence times of stationary one-dimensional diffusion processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q797227)