First passage time moments of jump-diffusions with Markovian switching

DOI10.1155/2011/501360zbMath1234.60081OpenAlexW2066804458WikidataQ58688917 ScholiaQ58688917MaRDI QIDQ538921

Jun Peng, Zai-Ming Liu

Publication date: 26 May 2011

Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2011/501360

Mathematics Subject Classification ID

Related Items (1)

First-passage problems for diffusion processes with state-dependent jumps

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