{
  "id": "2210.01321",
  "version": "v1",
  "published": "2022-10-04T02:33:51.000Z",
  "updated": "2022-10-04T02:33:51.000Z",
  "title": "On the Decomposition of the Last Passage Time of Diffusions",
  "authors": [
    "Masahiko Egami",
    "Rusudan Kevkhishvili"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "For a regular transient diffusion, we provide a decomposition of its last passage time to a certain state $\\alpha$. This is accomplished by transforming the original diffusion into two diffusions using occupation time of the area above and below $\\alpha$.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2022-10-04T02:33:51.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J60"
    ],
    "keywords": [
      "passage time",
      "decomposition",
      "regular transient diffusion",
      "original diffusion"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}