ON SOME PROPERTIES OF ONE-DIMENSIONAL DIFFUSION
PROCESSES ON AN INTERVAL
Abstract: Some equations are obtained for the moments of the first passage time
of a one-dimensional time-homogeneous diffusion process, through each of two
accessible boundaries and given that the process has started from
Some examples are considered and the results are graphically shown. Moreover, a
special class of one-dimensional diffusions, of peculiar importance in biological
modeling, is considered; the first passage times, and other properties such as ergodicity
and reversibility of the stationary distribution, are investigated for these processes.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -