Keller G, Kersting G, Rösler U (1988)
Publication Type: Journal article, Original article
Publication year: 1988
Publisher: Springer Verlag (Germany)
Book Volume: 77
Pages Range: 379--395
Journal Issue: 3
DOI: 10.1007/BF00319295
We investigate the asymptotic behaviour of first passage times of diffusions or birth-death processes. Necessary and sufficient conditions in terms of moments and the speed and scale functions are given for convergence of the first passage times to a normal or an exponential distribution.
APA:
Keller, G., Kersting, G., & Rösler, U. (1988). On the asymptotic behaviour of first passage times for diffusions. Probability Theory and Related Fields, 77(3), 379--395. https://doi.org/10.1007/BF00319295
MLA:
Keller, Gerhard, Götz Kersting, and Uwe Rösler. "On the asymptotic behaviour of first passage times for diffusions." Probability Theory and Related Fields 77.3 (1988): 379--395.
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