On the first exit time from an interval for diffusions with jumps

DOI10.1007/s10958-009-9678-6zbMath1288.60103OpenAlexW2085435555MaRDI QIDQ2452918

A. N. Borodin

Publication date: 6 June 2014

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-009-9678-6

Mathematics Subject Classification ID

Sample path properties (60G17)

Related Items

Distributions of the location of maximuma and minimuma for diffusions with jumps ⋮ Distributions of functionals of diffusions with jumps stopped at the location of the maximum or minimum

Cites Work

• On the Distribution of the Supremum Functional for Processes with Stationary Independent Increments
• Ruin Probabilities for Levy Processes with Mixed-Exponential Negative Jumps
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item