Diffusion hitting times and the bell-shape
From MaRDI portal
Publication:889019
DOI10.1016/j.spl.2015.03.008zbMath1333.60172arXiv1503.08549MaRDI QIDQ889019
Publication date: 5 November 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1503.08549
Cites Work
- Unimodality of passage times for one-dimensional strong Markov processes
- Generalized gamma convolutions and related classes of distributions and densities
- First hitting time models for the generalized inverse Gaussian distribution
- Smooth first-passage densities for one-dimensional diffusions
- Hitting time distributions of single points for 1-dimensional generalized diffusion processes
- Positive stable densities and the bell-shape
- Bernstein functions. Theory and applications
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