Hitting Times, Occupation Times, Trivariate Laws and the Forward Kolmogorov Equation for a One-Dimensional Diffusion With Memory

Advances in Applied Probability - United Kingdom
doi 10.1017/s0001867800006613
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Cambridge University Press (CUP)

Related search

On the Cost of Observability in Small Times for the One-Dimensional Heat Equation

Analysis and PDE
Applied MathematicsNumerical AnalysisAnalysis
2019English

Occupation in Stressful Times

American Journal of Occupational Therapy
MedicineOccupational Therapy
2002English

Random Walks on Dynamical Percolation: Mixing Times, Mean Squared Displacement and Hitting Times

Probability Theory and Related Fields
UncertaintyStatisticsProbabilityAnalysis
2014English

Occupation Times for Markov and Semi-Markov Chains

Transactions of the American Mathematical Society
MathematicsApplied Mathematics
1962English

Stochastic Calculus for Gaussian Processes and Application to Hitting Times

Communications on Stochastic Analysis
StatisticsProbability
2012English

Hitting Times for Random Walks on Vertex-Transitive Graphs

Mathematical Proceedings of the Cambridge Philosophical Society
Mathematics
1989English

Design of On-Line Algorithms Using Hitting Times

SIAM Journal on Computing
MathematicsComputer Science
1999English

A Spanning Tree Method for Bounding Hitting Times of Random Walks on Graphs

SIAM Journal on Discrete Mathematics
Mathematics
2010English

Testing One Hypothesis Multiple Times

Statistica Sinica
UncertaintyStatisticsProbability
2021English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy