Some explicit results on first exit times for a jump diffusion process involving semimartingale local time (Q2664543)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some explicit results on first exit times for a jump diffusion process involving semimartingale local time |
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Some explicit results on first exit times for a jump diffusion process involving semimartingale local time (English)
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17 November 2021
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first exit time
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jump diffusion process
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semimartingale local time
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Laplace transform
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