Abstract
We deal with the qualitative behaviour of the first-passage-time density
of a one-dimensional diffusion process X(t) over a moving boundary; in particular, we
study the value that the first-passage time density takes at zero, the distribution of
the maximum process, and the distribution of the first instant at which X(t) attains
the maximum in an interval [0,T]. Our results generalize the analogous ones already
known for Brownian motion. Some examples are reported.
