Pages that link to "Item:Q2452918"

The following pages link to On the first exit time from an interval for diffusions with jumps (Q2452918):

Displaying 9 items.

• First time to exit of a continuous Itô process: general moment estimates and \({\mathbf{L}}_{1}\)-convergence rate for discrete time approximations (Q527458) (← links)
• Distributions of functionals of diffusions with jumps, stopped at random times (Q906764) (← links)
• Optimal local first exit time (Q1037017) (← links)
• Distributions of functionals of switching diffusions (Q1746400) (← links)
• Exit problems for jump processes with applications to dividend problems (Q1947488) (← links)
• Distributions of functionals of diffusions with jumps stopped at the location of the maximum or minimum (Q2016261) (← links)
• Distributions of the location of maximuma and minimuma for diffusions with jumps (Q2452615) (← links)
• Computing the exit-time for a finite-range symmetric jump process (Q2516010) (← links)
• Asymptotic exponentiality of the first exit time of the Shiryaev–Roberts diffusion with constant positive drift (Q4596535) (← links)