Hitting times in urn models and occupation times in one-dimensional diffusion models

Keyphrases

• One-dimensional Diffusion 100%
• Hitting Time 100%
• Diffusion Model 100%
• Occupation Time 100%
• Expected Time 66%
• Markov Process 66%
• Time to Absorption 66%
• Green Kernel 33%
• Stirling numbers 33%
• Discrete-time 33%
• Summation Identity 33%
• Recursive Formula 33%
• Positive Realness 33%
• Optimal Control Problem 33%
• Continuous-time Markov Process 33%
• Generalised Diffusion 33%
• Laplace Transform 33%
• Self-similar Properties 33%
• Main Subjects 33%
• Binomial Sum 33%

Mathematics

• Diffusion Model 100%
• Summation 50%
• Discrete Time 50%
• Stirling Number 50%
• Optimal Control Problem 50%
• Functionals 50%