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.File in questo prodotto:
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