Pages that link to "Item:Q1929687"

The following pages link to The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers (Q1929687):

Displaying 10 items.

• On first hitting times for skew CIR processes (Q267888) (← links)
• On the first passage times of reflected O-U processes with two-sided barriers (Q855182) (← links)
• Moments of the first passage time of one-dimensional diffusion with two-sided barriers (Q958974) (← links)
• On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media (Q1619554) (← links)
• On the transition density and first hitting time distributions of the doubly skewed CIR process (Q2241619) (← links)
• The exit time and the dividend value function for one-dimensional diffusion processes (Q2318956) (← links)
• One-Dimensional Reflected Diffusions with Two Boundaries and an Inverse First-Hitting Problem (Q2937462) (← links)
• First Passage Times of Constant-Elasticity-of-Variance Processes with Two-Sided Reflecting Barriers (Q4903046) (← links)
• Properties of the first passage times of the reflected O-U process with a two-sided barrier (Q5962128) (← links)
• Hitting times for sticky skew CIR process (Q6647788) (← links)