# name
First-passage and escape problems in the Feller process

# metadata.dc.description.abstract[].value
The Feller process is an one-dimensional diffusion process with linear drift and state-dependent diffusion coefficient vanishing at the origin. The process is positive definite and it is this property along with its linear character that have made Feller process a convenient candidate for the modeling of a number of phenomena ranging from single-neuron firing to volatility of financial assets. While general properties of the process have long been well known, less known are properties related to level crossing such as the first-passage and the escape problems. In this work we thoroughly address these questions.

# metadata.dc.source[].value
Articles publicats en revistes (Física de la Matèria Condensada)

# metadata.dc.title[].value
First-passage and escape problems in the Feller process