On certain bounds for first-crossing-time probabilities of a jump-diffusion process

zbMath1108.60032arXiv0706.2755MaRDI QIDQ3422352

Luigi M. Ricciardi, Antonio Di Crescenzo, Elvira di Nardo

Publication date: 13 February 2007

Full work available at URL: https://arxiv.org/abs/0706.2755

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)

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