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.
Citation
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
Information
Published: October, 1972
First available in Project Euclid: 27 April 2007
zbMATH: 0267.60047
MathSciNet: MR370752
Digital Object Identifier: 10.1214/aoms/1177692408
Rights: Copyright © 1972 Institute of Mathematical Statistics
