On the first hitting time of a one-dimensional diffusion and a compound Poisson process
type: Item
instance of: scholarly article
title: On the first hitting time of a one-dimensional diffusion and a compound Poisson process
zbMATH Open document ID: 1210.60086
author: Mario Abundo
published in: Methodology and Computing in Applied Probability
publication date: 2010-10-14T00:00:00Z
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 5800281
zbMATH Keywords: first-passage time
zbMATH Keywords: diffusion
zbMATH Keywords: Poisson process
MaRDI profile type: Publication
full work available at URL: s11009-008-9115-1
OpenAlex ID: W2107815566
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DOI: 10.1007/S11009-008-9115-1
description: scientific article; zbMATH DE number 5800281