Joint distribution of first-passage time and first-passage area of certain Lévy processes (Q2176370): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q2772063 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the first-passage area of a one-dimensional jump-diffusion process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Investigating the Distribution of the First-Crossing Area of a Diffusion Process with Jumps Over a Threshold / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the joint distribution of first-passage time and first-passage area of drifted Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: The First Passage Problem for a Continuous Markov Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5653395 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Monte Carlo method for the simulation of first passage times of diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3883249 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3959169 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The first-passage area for drifted Brownian motion and the moments of the Airy distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: On correlations between certain random variables associated with first passage Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: The moments of the area under reflected Brownian bridge conditional on its local time at zero / rank
 
Normal rank
Property / cites work
 
Property / cites work: First passage times of a jump diffusion process / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the distribution of Brownian areas / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the first-exit time problem for temporally homogeneous Markov processes / rank
 
Normal rank

Latest revision as of 14:41, 22 July 2024

scientific article
Language Label Description Also known as
English
Joint distribution of first-passage time and first-passage area of certain Lévy processes
scientific article

    Statements

    Joint distribution of first-passage time and first-passage area of certain Lévy processes (English)
    0 references
    0 references
    0 references
    4 May 2020
    0 references
    0 references
    first-passage time
    0 references
    first-passage area
    0 references
    jump-diffusion
    0 references
    Lévy process
    0 references
    0 references