作者
Amelia Giuseppina Nobile, Luigi Maria Ricciardi, Laura Sacerdote
发表日期
1985/9
期刊
Journal of applied probability
卷号
22
期号
3
页码范围
611-618
出版商
Cambridge University Press
简介
The asymptotic behavior of the first-passage-time p.d.f. through a constant boundary is studied when the boundary approaches the endpoints of the diffusion interval. We show that for a class of diffusion processes possessing a steady-state distribution this p.d.f. is approximately exponential, the mean being the average first-passage time to the boundary. The proof is based on suitable recursive expressions for the moments of the first-passage time.
引用总数
学术搜索中的文章
AG Nobile, LM Ricciardi, L Sacerdote - Journal of applied probability, 1985