An approximate formula for the first-crossing-time density of a Wiener process perturbed by random jumps (Q2389329)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An approximate formula for the first-crossing-time density of a Wiener process perturbed by random jumps |
scientific article |
Statements
An approximate formula for the first-crossing-time density of a Wiener process perturbed by random jumps (English)
0 references
15 July 2009
0 references
