Pages that link to "Item:Q1724885"

The following pages link to Exit problems for jump processes having double-sided jumps with rational Laplace transforms (Q1724885):

Displaying 8 items.

• Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps (Q1630005) (← links)
• A note on first passage functionals for Lévy processes with jumps of rational Laplace transforms (Q1669250) (← links)
• The first passage time problem for mixed-exponential jump processes with applications in insurance and finance (Q1724420) (← links)
• Exit problems for jump processes with applications to dividend problems (Q1947488) (← links)
• Escape probabilities from an interval for compound Poisson processes with drift (Q2087071) (← 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)
• Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps (Q2671877) (← links)