In a variety of stochastic models it is necessary to have statistical information on the first-passage-time moments and on the asymptotic behavior of the average of the local time. This paper presents a survey of results on certain aspects of these problems and provides the basics for further study in this area.

Asymptotic average of the local time for one-dimensional diffusion processes

NOBILE, Amelia Giuseppina;GIORNO, Virginia
2015

Abstract

In a variety of stochastic models it is necessary to have statistical information on the first-passage-time moments and on the asymptotic behavior of the average of the local time. This paper presents a survey of results on certain aspects of these problems and provides the basics for further study in this area.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11386/4657637
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