Moments of first-passage places for jump-diffusion processes (Q2023838)
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scientific article; zbMATH DE number 7342648
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moments of first-passage places for jump-diffusion processes |
scientific article; zbMATH DE number 7342648 |
Statements
Moments of first-passage places for jump-diffusion processes (English)
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3 May 2021
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first-passage time
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Brownian motion
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Poisson process
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jump size
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differential-difference equation
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