When passing from two to more dimensions, the study of non-isotropic scattering transport
processes, and chain molecules, which are both covered by the same mathematical model …

As a continuation of the study by Herbst and Pitt (1991), this note presents two criteria. The
first one is on the order-preservation for two (may be different) multidimensional diffusion …

The problem of approximating boundary hitting times for diffusion processes, and in
particular Brownian motion, is considered. Using a combination of probabilistic and function …

It is recalled how one-dimensional homogeneous diffusion processes can be constructed
from the Wiener process via a time change and a space transformation. No Lipschitz …

The eigentime identity for one-dimensional diffusion processes on the halfline with an
entrance boundary at∞ is obtained by using the trace of the deviation kernel. For the case of …

This book concentrates on some general facts and ideas of the theory of stochastic
processes. The topics include the Wiener process, stationary processes, infinitely divisible …

HITTING TIME DISTRIBUTIONS OF SINGLE POINTS FOR 1-DIMENSIONAL
GENERALIZED DIFFUSION PROCESSES MAKOTO YAMAZATO § 1. Introduction Page 1 M …

This paper develops an analytical approach to compute the explicit asymptotic formulas for
the probability that a time-inhomogeneous diffusion process does not cross a non-flat …

1.1. One aim of this paper is to provide elementary proofs of the celebrated theorem of
Trotter ([26]) on Brownian local time and the still deeper results of Ray ([24]). For this …