A finite spectral expansion is presented for the distribution of first passage to a fixed level, by
a diffusion process with reflecting lower boundary. The n-term expansion derived here …

Given V,,.... V,, E Cl (IV, Rd), set where I'lll (~ Cr (Rd, Rd)), G'(a), and lE”(u) below are
explained in Section 2. Then Q,,,, is open in Rd and Q,~.:= lJua, lJr, OQ (,,,, coincides with …

Let us consider a sequence of one-type-particle branching processes with basic first
moments M,= 1+~-~-and let us transform the time parameter and n the states of the n th …

Asymptotic behaviour of ornsteinâ•’uhlenbeck firstâ•’passageâ•’time density through periodic
boundaries Page 1 APPLIED STOCHASTIC MODELS AND DATA ANALYSIS, VOL. 6, 53-57 …

Some problems of first–crossing times over two time–dependent boundaries for one–
dimensional diffusion processes are considered. The moments of the first–crossing times …

A general discrete multi-dimensional and multi-state random walk model is proposed to
describe the phenomena of diffusion in media with multiple diffusivities. The model is a …

2. Soit f2= cg {[0, oo [--+ lR 2} l'espace des fonctions continues~ t valeurs darts IR 2. Soit~ la
tribu engendr6e par les coordonn6es Xs (O< s< t), et~,~= k/t=> 0 4. I1 est prouv6 darts [2, w …

Basic relations between the distributions of hitting, occupation and inverse local times of a
one-dimensional diffusion process $ X $, first discussed by It\^ o and McKean, are reviewed …

For a minimal diffusion process on (a,b), any possible extension of it to a standard process
on a,b is characterized by the characteristic measures of excursions away from the boundary …

A reciprocal diffusion is a'thinned'diffusion in the following intuitive sense: view the paths of a
Markov diffusion on [0, 1] as the shoots in a dense thicket of highly contorted shoots, all cut …