The density of a passage time for a renewal-reward process perturbed by a diffusion
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Publication:1761575
DOI10.1016/j.aml.2012.04.003zbMath1260.60091OpenAlexW1984271033MaRDI QIDQ1761575
Diana Dorobantu, Christophette Blanchet-Scalliet, Didier Rullière
Publication date: 15 November 2012
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2012.04.003
Brownian motionjump-diffusion processrenewal-reward processdensity of a passage timepassage time renewal-reward process
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