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First-Passage Problems for One-Dimensional Diffusions with Random Jumps from a Boundary - MaRDI portal

First-Passage Problems for One-Dimensional Diffusions with Random Jumps from a Boundary (Q3081442)

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First-Passage Problems for One-Dimensional Diffusions with Random Jumps from a Boundary
scientific article

    Statements

    title
    First-Passage Problems for One-Dimensional Diffusions with Random Jumps from a Boundary (English)
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    author
    Mario Abundo
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    publication date
    8 March 2011
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    zbMATH Keywords
    scalar diffusion
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    first passage time
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    random jump
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    Identifiers

    Mathematics Subject Classification ID
    60J60
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    58J65
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    60H10
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    zbMATH DE Number
    5862390
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    OpenAlex ID
    W2082471566
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