This is a preview. Log in through your library . Abstract Let x1, ⋯, xn be independent observations on a p-dimensional random variable X = (X1, ⋯, Xp) with absolutely continuous distribution function ...

We prove that for a diffusion process the first-passage-time p.d.f. through a continuous-time function with bounded derivative satisfies a Volterra integral equation of the second kind whose kernel ...