Almost Sure Comparisons for First Passage Times of Diffusion Processes through Boundaries

Author： Sacerdote L.   Smith C. E.  

Publisher： Springer Publishing Company

ISSN： 1387-5841

Source： Methodology And Computing In Applied Probability, Vol.6, Iss.3, 2004-09, pp. : 323-341

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Moments of first passage times in general birth-death processes

By Jouini Oualid  

Mathematical Methods of Operations Research, Vol. 68, Iss. 1, 2008-08 ,pp. : 49-76

Springer Publishing Company

Access to resources Recommend Favorite

Numerical Computation of First-Passage Times of Increasing Lévy Processes

By Veillette Mark  

Methodology And Computing In Applied Probability, Vol. 12, Iss. 4, 2010-12 ,pp. : 695-729

Springer Publishing Company

Access to resources Recommend Favorite

Functional limit theorems for Levy processes and their almost-sure versions

By Permiakova E.  

Lithuanian Mathematical Journal, Vol. 47, Iss. 1, 2007-01 ,pp. : 67-77

Springer Publishing Company

Access to resources Recommend Favorite

Passage Times in Fluid Models with Application to Risk Processes

By Ramaswami V.  

Methodology And Computing In Applied Probability, Vol. 8, Iss. 4, 2006-12 ,pp. : 497-515

Springer Publishing Company

Access to resources Recommend Favorite

Martingales and first passage times of AR(1) sequences

By Novikov Alexander   Kordzakhia Nino  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 80, Iss. 2-3, 2008-04 ,pp. : 197-210

Taylor & Francis Ltd

Access to resources Recommend Favorite