On the the successive passage times of certain one-dimensional diffusions
Probability
2018-04-12 v4
Abstract
We show in detail some results, outlined in a previous paper regarding the case of Brownian motion (BM), about the distribution of the th-passage time of a one-dimensional diffusion obtained by a space or time transformation of BM, through a constant barrier Some explicit examples are reported.
Keywords
Cite
@article{arxiv.1803.09910,
title = {On the the successive passage times of certain one-dimensional diffusions},
author = {Mario Abundo and Maria Beatrice Scioscia Santoro},
journal= {arXiv preprint arXiv:1803.09910},
year = {2018}
}
Comments
21 pages, 15 figures