On first-passage-time and transition densities for strongly symmetric diffusion processes

Nagoya Mathematical Journal

Volumn 145, Issue , 1997, Pages 143-161

  Di Crescenzo, A ^a   Giorno, V ^a   Nobile, A G ^a   Ricciardi, L M ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031089370     PISSN: 00277630     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0027763000006140     Document Type: Article

References (11)

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2. [ 2 ] Blake, I. F. and Lindsey, W. C., Level-crossing problems for random processes, IEEE Trans. Inform.Theory, IT-19 (1973), 295-315.
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10. Giorno, V., Nobile, A.G. and Ricciardi, L.M., A symmetry-based constructive approach to probability densities for one-dimensional diffusion processes, J. Appl. Prob., 27 (1989), 707-721.
11. Giorno, V., Nobile, A.G., Ricciardi, L.M. and Sato, S., On the evaluation of first-passage-time probability densities via non-singular integral equations, Adv. Appl. Prob., 21 (1989), 20-36.