Distributions of functionals of diffusions with jumps, stopped at random times
type: Item
instance of: scholarly article
title: Distributions of functionals of diffusions with jumps, stopped at random times
zbMATH Open document ID: 1376.60071
author: A. N. Borodin
published in: Journal of Mathematical Sciences (New York)
publication date: 2016-01-29T00:00:00Z
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 6537164
zbMATH Keywords: diffusions with jumps
MaRDI profile type: Publication
full work available at URL: s10958-015-2297-5
OpenAlex ID: W2059214002
cites work: On the Distribution of the Supremum Functional for Processes with Stationary Independent Increments
cites work: On Distributions of Certain Wiener Functionals
cites work: Q3999823
cites work: Ruin Probabilities for Levy Processes with Mixed-Exponential Negative Jumps
DOI: 10.1007/S10958-015-2297-5
description: scientific article; zbMATH DE number 6537164