scientific article

zbMath1265.35373MaRDI QIDQ2914553

Mario Lefebvre

Publication date: 20 September 2012

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

similarity solutionshitting timeKolmogorov backward equation

Mathematics Subject Classification ID

Diffusion processes (60J60) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (1)

Exact solution to a first-passage problem for an Ornstein-Uhlenbeck process with jumps and its integral

This page was built for publication: