Pages that link to "Item:Q1934375"

The following pages link to First passage times of reflected Ornstein-Uhlenbeck processes with two-sided jumps (Q1934375):

Displaying 12 items.

• On the first passage times of reflected O-U processes with two-sided barriers (Q855182) (← links)
• Exit times, undershoots and overshoots for reflected CIR process with two-sided jumps (Q2195953) (← links)
• Exit times for a class of piecewise exponential Markov processes with two-sided jumps (Q2642039) (← links)
• Some explicit results on first exit times for a jump diffusion process involving semimartingale local time (Q2664543) (← links)
• First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries (Q3094688) (← links)
• The Stationary Distributions of Two Classes of Reflected Ornstein–Uhlenbeck Processes (Q3182427) (← links)
• First Passage Times of Constant-Elasticity-of-Variance Processes with Two-Sided Reflecting Barriers (Q4903046) (← links)
• On first passage times of sticky reflecting diffusion processes with double exponential jumps (Q5109497) (← links)
• On pricing barrier control in a regime-switching regulated market (Q5234307) (← links)
• (Q5367993) (← links)
• On the first hitting times to boundary of the reflected O-U process with two-sided barriers (Q5400692) (← links)
• Properties of the first passage times of the reflected O-U process with a two-sided barrier (Q5962128) (← links)