One dimensional diffusion processes have been increasingly invoked to model a variety of
biological, physical and engineering systems subject to random fluctuations (cf., for instance …

A sufficient condition is given such that the marginal conditional pdf of an n-dimensional
diffusion process (n> 1) originating at an assigned point in the diffusion region reduces to …

Making use of the integral equations given in [1],[2] and [3], the asymptotic behaviour of the
first-passage time (FPT) pdf's through certain time-varying boundaries, including periodic …

A comprehensive outline is presented for obtaining the Laplace transforms of the transition
probability density functions and of the first-passage-time densities for one-dimensional time …

Some preliminary results on first crossing time densities for two-dimensional diffusion processes
IRIS IRIS Home Sfoglia Macrotipologie & tipologie Autore Titolo Riviste Serie IT Italiano Italiano …

Special symmetry conditions on the transition pdf of one-dimensional time-homogeneous
diffusion processes with natural boundaries are investigated and exploited to derive closed …

The method earlier introduced for one-dimensional diffusion processes [6] is extended to
obtain closed form expressions for the transition pdf's of two-dimensional diffusion …

The asymptotic behavior of the first-passage-time pdf through a constant boundary is studied
when the boundary approaches the endpoints of the diffusion interval. We show that for a …

For Gauss-Markov processes the asymptotic behaviors of the first passage time probability
density functions through certain time-varying boundaries are determined. Computational …

We consider the first-passage time problem for the Feller-type diffusion process, having
infinitesimal drift B 1 (x, t)= α (t) x+ β (t) and infinitesimal variance B 2 (x, t)= 2 r (t) x, defined …