Diffusion hitting times and the bell-shape-Reference-Cited by-同舟云学术

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Diffusion hitting times and the bell-shape

Published:2015-07 Issue: Volume:102 Page:38-41
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Jedidi Wissem,Simon Thomas

Funder

King Saud University

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference13 articles.

1. First hitting time models for the generalized inverse Gaussian distribution;Barndorff-Nielsen;Stochastic Process. Appl.,1978

2. Generalized Gamma Convolutions and Related Classes of Distributions and Densities;Bondesson,1992

3. Brownian Motion and Diffusion;Freedman,1971

4. Diffusion Processes and their Sample Paths;Itô,1965

5. Total Positivity. Vol. I;Karlin,1968

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Asymptotics and criticality for a space-dependent branching process;Stochastics;2023-09-13

2. Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential distributions;Bernoulli;2023-08-01

3. Bell-shaped sequences;Studia Mathematica;2023

4. Characterisation of the class of bell-shaped functions;Mathematische Zeitschrift;2022-03-03

5. A new class of bell-shaped functions;Transactions of the American Mathematical Society;2020-01-28

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