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arXiv · 1803.09910

On the the successive passage times of certain one-dimensional diffusions

Mario Abundo·Maria Beatrice Scioscia Santoro
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Abstract

We show in detail some results, outlined in a previous paper regarding the case of Brownian motion (BM), about the distribution of the $n$th-passage time of a one-dimensional diffusion obtained by a space or time transformation of BM, through a constant barrier $a.$ Some explicit examples are reported.

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Mario Abundo, Maria Beatrice Scioscia Santoro. 2018-03-27. On the the successive passage times of certain one-dimensional diffusions. https://arxiv.org/abs/1803.09910

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