Distributions of the location of maximuma and minimuma for diffusions with jumps (Q2452615): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1007/s10958-010-9933-x / rank
 
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Property / OpenAlex ID: W1971398112 / rank
 
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Property / cites work: On the joint distribution of the maximum and its location for a linear diffusion / rank
 
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Property / cites work: Q3444789 / rank
 
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Property / cites work: Ruin Probabilities for Levy Processes with Mixed-Exponential Negative Jumps / rank
 
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Latest revision as of 13:42, 8 July 2024

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Distributions of the location of maximuma and minimuma for diffusions with jumps
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