Tails of the first hitting times of linear diffusions

DOI10.21099/TKBJM/1474747487MaRDI QIDQ329126zbMATHOpenAlexFDO

Authors Yuji Kasahara

Publication date 21 October 2016

Published in Tsukuba Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.21099/tkbjm/1474747487

zbMATH Keywords

decay ratesscale functionsspectral functionsfirst-hitting timeslinear diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65)

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Cited in

(4)

• First hitting time of integral diffusions and applications
• LOWER TAIL INDEPENDENCE OF HITTING TIMES OF TWO-DIMENSIONAL DIFFUSIONS
• Fluctuation scaling limits for positive recurrent jumping-in diffusions with small jumps
• Concentration of first hitting times under additive drift

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