Boundary crossing probabilities of jump diffusion processes to time-dependent boundaries (Q2176382): Difference between revisions
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Latest revision as of 08:59, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Boundary crossing probabilities of jump diffusion processes to time-dependent boundaries |
scientific article |
Statements
Boundary crossing probabilities of jump diffusion processes to time-dependent boundaries (English)
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4 May 2020
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finite Markov chain imbedding
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boundary crossing probability
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first passage time
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jump diffusion processes
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compound Poisson processes
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Brownian motion
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