2004 journal article

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

METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 6(3), 323–341.

By: L. Sacerdote* & C. Smith n

author keywords: diffusion process; first passage time; comparison theorem; Feller process; Ornstein-Uhlenbeck process
Source: Web Of Science
Added: August 6, 2018