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R. Cox and H. D. Miller, The Theory of Stochastic Processes, Chapman and Hall, London, 1965. [28] L. Devroye, Non-Uniform Random Variate Generation, Springer-Verlag, New York, 1986. [29] D. L. Dexter, A theory of sensitized luminescence in solids, J. Chem. , 21 (1953), pp. 836-850. [30] A. Einstein, Investigations on the Theory of the Brownian Movement, Dover, New York, 1956. [31] A. Erdelyi, N. Magnus, F. Oberhettinger, and F. G. Tricomi, Tables of Integral Transforms, Vol. 2, McGraw-Hill, New York, 1954.

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R. A. Atkinson and P. Clifford. First passage densities for integrated diffusions. Technical Report. Statistics Dept.. Oxford University. 1992. R. A. Atkinson. P. Clifford, and N. J. B. Green. , Molec. Phys.. 72 (1991). pp. 363 373. D. J. Balding. Diffusion-reaction in one dimension. J. Appl. Prob.. 25 (1988). pp. 733 743. D. J. Balding. P. Clifford, and N. 1. B. Green. Invasion processes and binary annihilation in one dimension. Phys. Lett. A. 126 (1988). pp. 481 483. D. J. Balding and N. J. B.

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