Hitting Time Distributions for General Stochastic Processes

Dudley Paul Johnson

doi:10.1214/aoms/1177692408

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October, 1972 Hitting Time Distributions for General Stochastic Processes

Dudley Paul Johnson

Ann. Math. Statist. 43(5): 1716-1718 (October, 1972). DOI: 10.1214/aoms/1177692408

Abstract

We show that under mild conditions the hitting time distributions of a general stochastic process are the unique solutions of an abstract Dirichlet problem.

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Dudley Paul Johnson. "Hitting Time Distributions for General Stochastic Processes." Ann. Math. Statist. 43 (5) 1716 - 1718, October, 1972. https://doi.org/10.1214/aoms/1177692408