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 …

A new method for constructing first-passage-time probability density functions in the case of
regular one-dimensional time homogeneous diffusion processes restricted between …

For truncated birth-and-death processes with two absorbing or two reflecting boundaries,
necessary and sufficient conditions on the transition rates are given such that the transition …

A spatial symmetry property of a two-dimensional birth–death process X (t) with constant
rates is exploited in order to obtain closed-form expressions for first-passage-time densities …

General methods to simulate probability density functions and first passage time densities
are provided for time-inhomogeneous stochastic diffusion processes obtained via a …

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 …

The spatial symmetry property of truncated birth-death processes studied in Di Crescenzo [6]
is extended to a wider family of continuous-time Markov chains. We show that it yields …

Making use of a Rice-like series expansion, for a class of stationary Gaussian processes the
asymptotic behavior of the first passage time probability density function through certain time …

A new procedure for constructing transition probability density functions and first passage
time densities through constant boundaries is proposed for diffusion processes, in general …