A symmetry-based constructive approach to probability densities for one-dimensional diffusion processes-Reference-Cited by-同舟云学术

A symmetry-based constructive approach to probability densities for one-dimensional diffusion processes

Published:1989-12 Issue:4 Volume:26 Page:707-721
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Giorno V.,Nobile A. G.,Ricciardi L. M.

Abstract

Special symmetry conditions on the transition p.d.f. of one-dimensional time-homogeneous diffusion processes with natural boundaries are investigated and exploited to derive closed-form results concerning the transition p.d.f.'s in the presence of absorbing and reflecting boundaries and the first-passage-time p.d.f. through time-dependent boundaries.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference19 articles.

1. A tandem random walk model for psychological discrimination

2. A new integral equation for the evaluation of first-passage-time probability densities

3. Nonlinear Random Reaction-Diffusion Systems

4. The minimum of a stationary Markov process superimposed on a U-shaped trend

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