Dividend problems in the diffusion model with interest and exponentially distributed observation time

DOI10.1155/2014/814835zbMath1406.91208OpenAlexW2011870570WikidataQ59052544 ScholiaQ59052544MaRDI QIDQ1714774

Cuilian Wang, Xiao Liu

Publication date: 1 February 2019

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/814835

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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