Wang, Huiqing; Yin, Chuancun - In: Statistics & Probability Letters 78 (2008) 18, pp. 3373-3380
We consider a one-dimensional time-homogeneous regular diffusion between two constant elastic barriers as well as the special cases with pure absorbing and/or reflecting barriers. We derive the recurrence relations for moments of the first passage time. As examples, we consider several popular...