Exit identities for diffusion processes observed at Poisson arrival times
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Publication:777097
DOI10.1007/s11464-020-0839-8zbMath1451.60092OpenAlexW3033302228MaRDI QIDQ777097
Ye Chen, Shi-Lin Wang, Ying-qiu Li, Zhao-Hui Peng
Publication date: 3 July 2020
Published in: Frontiers of Mathematics in China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11464-020-0839-8
Related Items (2)
Joint occupation times in an infinite interval for spectrally negative Lévy processes on the last exit time ⋮ Occupation times for spectrally negative Lévy processes on the last exit time
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