ENDOGENOUS DOWNWARD JUMP DIFFUSION AND BLOW UP PHENOMENA BEFORE CRASH

DOI10.4134/BKMS.2010.47.6.1105zbMath1229.60097OpenAlexW2067698533MaRDI QIDQ3066504

Intae Jeon, Hye-Jeong Kang, Youngmee Kwon

Publication date: 11 January 2011

Published in: Bulletin of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL: http://www.mathnet.or.kr/mathnet/kms_content.php?no=402317

zbMATH Keywords

explosionjump diffusioncrash

Mathematics Subject Classification ID

Diffusion processes (60J60)

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