On first hitting times for skew CIR processes (Q267888): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s11009-014-9406-7 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2088372022 / rank
 
Normal rank
Property / cites work
 
Property / cites work: First-Passage Problems for Asymmetric Diffusions and Skew-diffusion Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Occupation and local times for skew Brownian motion with applications to dispersion across an interface / rank
 
Normal rank
Property / cites work
 
Property / cites work: First Passage Time of Skew Brownian Motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Skew brownian motion and a one dimensional stochastic differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3150773 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Confluent Hypergeometric Function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Properties of CIR Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diffusion processes on graphs and the averaging principle / rank
 
Normal rank
Property / cites work
 
Property / cites work: On skew Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3923307 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Effective conductivity and skew Brownian motion. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2722158 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4435813 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Generalized Taylor–Aris Formula and Skew Diffusion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak existence of the squared Bessel and CIR processes with skew reflection on a deterministic time-dependent curve / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comparison of sequence accelerators for the Gaver method of numerical Laplace transform inversion / rank
 
Normal rank

Latest revision as of 19:14, 11 July 2024

scientific article
Language Label Description Also known as
English
On first hitting times for skew CIR processes
scientific article

    Statements

    On first hitting times for skew CIR processes (English)
    0 references
    0 references
    0 references
    0 references
    12 April 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    skew CIR processes
    0 references
    first hitting times
    0 references
    stochastic differential equation
    0 references
    0 references