Stochastic areas of diffusions and applications (Q905937): Difference between revisions

@@ Property / DOI @@
-.1016/j.jmaa.2015.11.055
@@ Property / DOI: 10.1016/j.jmaa.2015.11.055 / rank @@
-Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmaa.2015.11.055
+Normal rank
@@ Property / OpenAlex ID @@
+W2184374436
@@ Property / OpenAlex ID: W2184374436 / rank @@
+Normal rank
@@ Property / cites work @@
+On the first-passage area of a one-dimensional jump-diffusion process
+Normal rank
@@ Property / cites work @@
+The optimal dividend barrier in the gamma-omega model
+Normal rank
@@ Property / cites work @@
+Lundberg's risk process with tax
@@ Property / cites work: Lundberg's risk process with tax / rank @@
+Normal rank
@@ Property / cites work @@
+Q3150773
@@ Property / cites work: Q3150773 / rank @@
+Normal rank
@@ Property / cites work @@
+The First Passage Problem for a Continuous Markov Process
+Normal rank
@@ Property / cites work @@
+The Omega model: from bankruptcy to occupation times in the red
+Normal rank
@@ Property / cites work @@
+Q5653395
@@ Property / cites work: Q5653395 / rank @@
+Normal rank
@@ Property / cites work @@
+Mathematical methods for financial markets.
@@ Property / cites work: Mathematical methods for financial markets. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+On the area under a continuous time Brownian motion till its first-passage time
+Normal rank
@@ Property / cites work @@
+The first-passage area for drifted Brownian motion and the moments of the Airy distribution
+Normal rank
@@ Property / cites work @@
+The moments of the area under reflected Brownian bridge conditional on its local time at zero
+Normal rank
@@ Property / cites work @@
+General tax Structures and the Lévy Insurance Risk Model
+Normal rank
@@ Property / cites work @@
+A Time-Homogeneous Diffusion Model with Tax
@@ Property / cites work: A Time-Homogeneous Diffusion Model with Tax / rank @@
+Normal rank
@@ Property / cites work @@
+Diffusion occupation time before exiting
@@ Property / cites work: Diffusion occupation time before exiting / rank @@
+Normal rank
@@ Property / cites work @@
+The Joint Laplace Transforms for Diffusion Occupation Times
+Normal rank
@@ Property / cites work @@
+On the martingale property of certain local martingales
+Normal rank
@@ Property / cites work @@
+On the distribution of Brownian areas
@@ Property / cites work: On the distribution of Brownian areas / rank @@
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+Moments of the first passage time of one-dimensional diffusion with two-sided barriers
+Normal rank
@@ Property / DOI @@
+.1016/J.JMAA.2015.11.055
@@ Property / DOI: 10.1016/J.JMAA.2015.11.055 / rank @@
+Normal rank