期刊论文

Chen, Y

英文

中国高等学校学术文摘·数学

1673-3452

2023

18

5

1191-1210

10.1007/s11464-021-0094-7

The authors would like to thank Professor Xiaowen Zhou for useful suggestions, and the anonymous referees for helpful comments. The work was supported in part by National Natural Science Foundation of China (No. 11731012), Natural Science Foundation of Hun [11731012]; National Natural Science Foundation of China [2019JJ50405]; Natural Science Foundation of Hunan Province [18B401]; Outstanding Youth Foundation of Hunan Province Department of Education [201808430239]; China Scholarship Council [2018MMAEZD02]; Doctoral Scientific Research Project of Hunan University of Arts and Science, and Open Fund of Hunan Provincial Key Laboratory of Mathematical Modeling and Analysis in Engineering

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Adopting a Poisson approach in Li and Zhou [Statist. Probab. Lett., 2014, 94: 48–55], for one-dimensional diffusion processes, we consider some joint distributions, including the last exit time from a semi-infinite interval, the value of the process at the last exit time and the associated occupation time. Our results are expressed in term of solutions to the differential e...