Limit at Zero of the First-Passage Time Density and the Inverse Problem for One-Dimensional Diffusions
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/07362990600958804
Reference34 articles.
1. On the First-Passage Time of a Diffusion Process Over a One-Sided Stochastic Boundary
2. Some conditional crossing results of Brownian motion over a piecewise-linear boundary
3. On first–crossing times of one–dimensional diffusions over two time–dependent boundaries
4. The minimum of a stationary Markov process superimposed on a U-shaped trend
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