Abstract
We study the distribution of the nth-passage time of a one-dimensional diffusion, obtained by a space or time transformation of Brownian motion, through a constant barrier a. Some explicit examples are reported.
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Abundo, M., Scioscia Santoro, M.B. (2020). On the Successive Passage Times of Certain One-Dimensional Diffusions. In: Moreno-Díaz, R., Pichler, F., Quesada-Arencibia, A. (eds) Computer Aided Systems Theory – EUROCAST 2019. EUROCAST 2019. Lecture Notes in Computer Science(), vol 12013. Springer, Cham. https://doi.org/10.1007/978-3-030-45093-9_24
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DOI: https://doi.org/10.1007/978-3-030-45093-9_24
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