On the first hitting time of a one-dimensional diffusion and a compound Poisson process (Q708789)
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scientific article; zbMATH DE number 5800281
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the first hitting time of a one-dimensional diffusion and a compound Poisson process |
scientific article; zbMATH DE number 5800281 |
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On the first hitting time of a one-dimensional diffusion and a compound Poisson process (English)
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14 October 2010
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first-passage time
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diffusion
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Poisson process
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