Title of article
On the First-Passage Time of a Diffusion Process Over a One-Sided Stochastic Boundary
Author/Authors
Abundo، Mario نويسنده ,
Pages
0
From page
1
To page
0
Abstract
Some problems about the asymptotics of the first-passage time of a one-dimensional diffusion process through a stochastic, as well as deterministic one-sided boundary are studied, generalizing the analogous results found by Peskir and Shiryaev for Brownian motion.
Keywords
Martingale difference sequence , Large deviations
Journal title
Astroparticle Physics
Record number
65548
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