Pages that link to "Item:Q2772063"
From MaRDI portal
The following pages link to On first-passage times for one-dimensional jump-diffusion processes (Q2772063):
Displaying 25 items.
- First passage time moments of jump-diffusions with Markovian switching (Q538921) (← links)
- Mean first passage times of two-dimensional processes with jumps (Q553037) (← links)
- On hitting times for jump-diffusion processes with past dependent local characteristics (Q689177) (← links)
- On the first hitting time of a one-dimensional diffusion and a compound Poisson process (Q708789) (← links)
- Moments of the first passage time of one-dimensional diffusion with two-sided barriers (Q958974) (← links)
- On first passage times of a hyper-exponential jump diffusion process (Q1015316) (← links)
- Some conditional crossing results of Brownian motion over a piecewise-linear boundary (Q1871214) (← links)
- On the first-passage area of a one-dimensional jump-diffusion process (Q1945603) (← links)
- Moments of first-passage places for jump-diffusion processes (Q2023838) (← links)
- Joint distribution of first-passage time and first-passage area of certain Lévy processes (Q2176370) (← links)
- First crossing times of telegraph processes with jumps (Q2176400) (← links)
- Long-run analysis of the stochastic replicator dynamics in the presence of random jumps (Q2319666) (← links)
- First passage probabilities of one-dimensional diffusion processes (Q2355250) (← links)
- An approximate formula for the first-crossing-time density of a Wiener process perturbed by random jumps (Q2389329) (← links)
- On the Laplace transforms of the first exit times in one-dimensional non-affine jump-diffusion models (Q2520532) (← links)
- Some explicit results on first exit times for a jump diffusion process involving semimartingale local time (Q2664543) (← links)
- First passage time for multivariate jump-diffusion processes in finance and other areas of applications (Q3077491) (← links)
- Smooth first-passage densities for one-dimensional diffusions (Q3759632) (← links)
- First passage times of a jump diffusion process (Q4449508) (← links)
- (Q4531716) (← links)
- On the First Passage Time Under Regime-Switching with Jumps (Q4561943) (← links)
- An inverse problem for the first-passage place of some diffusion processes with random starting point (Q4964394) (← links)
- First-passage problems for diffusion processes with state-dependent jumps (Q5081034) (← links)
- On first passage times of sticky reflecting diffusion processes with double exponential jumps (Q5109497) (← links)
- Exact solutions to the homing problem for a Wiener process with jumps (Q5151539) (← links)
