{"title":"线性扩散的第一次撞击时间的尾部","authors":"Y. Kasahara","doi":"10.21099/TKBJM/1474747487","DOIUrl":null,"url":null,"abstract":". The tail probability of the first hitting time is discussed for linear di¤usions. We obtain the decay rates in terms of the spectral functions and the scale functions. The result is a general-ization of recent results of Hamana-Matsumoto for Bessel processes.","PeriodicalId":44321,"journal":{"name":"Tsukuba Journal of Mathematics","volume":null,"pages":null},"PeriodicalIF":0.3000,"publicationDate":"2016-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.21099/TKBJM/1474747487","citationCount":"1","resultStr":"{\"title\":\"Tails of the first hitting times of linear diffusions\",\"authors\":\"Y. Kasahara\",\"doi\":\"10.21099/TKBJM/1474747487\",\"DOIUrl\":null,\"url\":null,\"abstract\":\". The tail probability of the first hitting time is discussed for linear di¤usions. We obtain the decay rates in terms of the spectral functions and the scale functions. The result is a general-ization of recent results of Hamana-Matsumoto for Bessel processes.\",\"PeriodicalId\":44321,\"journal\":{\"name\":\"Tsukuba Journal of Mathematics\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.3000,\"publicationDate\":\"2016-07-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.21099/TKBJM/1474747487\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Tsukuba Journal of Mathematics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.21099/TKBJM/1474747487\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Tsukuba Journal of Mathematics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.21099/TKBJM/1474747487","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"MATHEMATICS","Score":null,"Total":0}
Tails of the first hitting times of linear diffusions
. The tail probability of the first hitting time is discussed for linear di¤usions. We obtain the decay rates in terms of the spectral functions and the scale functions. The result is a general-ization of recent results of Hamana-Matsumoto for Bessel processes.
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