First-passage problems for diffusion processes with state-dependent jumps (Q5081034)
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scientific article; zbMATH DE number 7535570
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First-passage problems for diffusion processes with state-dependent jumps |
scientific article; zbMATH DE number 7535570 |
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First-passage problems for diffusion processes with state-dependent jumps (English)
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1 June 2022
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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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