An approximate formula for the first-crossing-time density of a Wiener process perturbed by random jumps (Q2389329): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 06:57, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An approximate formula for the first-crossing-time density of a Wiener process perturbed by random jumps |
scientific article |
Statements
An approximate formula for the first-crossing-time density of a Wiener process perturbed by random jumps (English)
0 references
15 July 2009
0 references
