Pages that link to "Item:Q5109497"
From MaRDI portal
The following pages link to On first passage times of sticky reflecting diffusion processes with double exponential jumps (Q5109497):
Displaying 5 items.
- Analysis of reflected diffusions via an exponential time-based transformation (Q310026) (← links)
- On first passage times of a hyper-exponential jump diffusion process (Q1015316) (← links)
- Some explicit results on first exit times for a jump diffusion process involving semimartingale local time (Q2664543) (← links)
- First passage times of a jump diffusion process (Q4449508) (← links)
- Skew Ornstein-Uhlenbeck processes with sticky reflection and their applications to bond pricing (Q6639523) (← links)
