Some boundary-crossing results for linear diffusion processes.
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Cites work
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- First-passage-time density and moments of the ornstein-uhlenbeck process
- Heuristic Approach to the Kolmogorov-Smirnov Theorems
- On the first hitting time and the last exit time for a Brownian motion to/from a moving boundary
- Optimal estimation of diffusion processes hidden by general obstacles
- The final size of a nearly critical epidemic, and the first passage time of a Wiener process to a parabolic barrier
- The minimum of a stationary Markov process superimposed on a U-shaped trend
Cited in
(8)- Level-crossing probabilities and first-passage times for linear processes
- The first crossing-time density for Brownian motion with perturbed linear boundary
- On boundary crossing probabilities for diffusion processes
- On the densities of certain bounded diffusion processes
- On some time-non-homogeneous linear diffusion processes and related bridges
- Boundary crossing identities for Brownian motion and some nonlinear ODE's
- On last passage times of linear diffusions to curved boundaries
- Some results about boundary crossing for Brownian motion
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