Almost sure comparisons for first passage times of diffusion processes through boundaries

Methodology and Computing in Applied Probability

Volumn 6, Issue 3, 2004, Pages 323-341

  Sacerdote, L ^a   Smith, C E ^b  

^a UNIVERSITY OF TURIN   (Italy)

^b NORTH CAROLINA STATE UNIVERSITY   (United States)

Author keywords

Comparison theorem; Diffusion process; Feller process; First passage time; Ornstein Uhlenbeck process

Indexed keywords

EID: 25844435865     PISSN: 13875841     EISSN: 15737713     Source Type: Journal    
DOI: 10.1023/B:MCAP.0000026563.27820.ff     Document Type: Review

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