Reference health
The Hitting Time Density for a Reflected Brownian Motion
22/22 checkable references clean · checked 2026-08-09
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
5 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 22 checked references that resolve
resolves10.1007/BF01158520
The Fourier-series method for inverting transforms of probability distributions
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VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS
resolves10.1080/14697680903473278
On the conditional default probability in a regulated market: a structural approach
resolves10.1080/14697681003785926
Some integral functionals of reflected SDEs and their applications in finance
resolves10.1016/j.jspi.2010.07.001
Maximum likelihood estimation for reflected Ornstein–Uhlenbeck processes
resolves10.1007/s11134-006-0303-9
On the first passage times of reflected O-U processes with two-sided barriers
resolves10.21314/JCF.2004.120
Computing hitting time densities for CIR and OU diffusions: applications to mean-reverting models
resolves10.1007/s00780-003-0120-5
Lookback options and diffusion hitting times: A spectral expansion approach
resolves10.1090/S0002-9947-1956-0087012-3
Elementary solutions for certain parabolic partial differential equations
resolves10.1080/10682760290004294
Inversion of Noise-Free Laplace Transforms: Towards a Standardized Set of Test Problems
resolves10.1023/B:CSEM.0000049491.13935.af
The Conditional Probability Density Function for a Reflected Brownian Motion
resolves10.2307/3214730
Asymptotic variance parameters for the boundary local times of reflected Brownian motion on a compact interval
The 5 references without a DOI — listed, not checked
no DOI — not checkedBo, L., Wang, Y., & Yang, X. (2010). On the conditional default probability in a regulated market with jump risk. (preprint).
no DOI — not checkedHarrison J. M. (1985) Brownian motion and stochastic flow systems. Wiley, New York
no DOI — not checkedKarlin S., Taylor H. M. (1975) A first course in stochastic processes. Academic press, NY
no DOI — not checkedKarlin S., Taylor H. M. (1981) A second course in stochastic processes. Academic press, NY
no DOI — not checkedKent J. T. (1980) Eigenvalue expansions for diffusion hitting times. Probability Theory and Related Fields 52(3): 309–319
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