Distributions of the location of maximuma and minimuma for diffusions with jumps (Q2452615): Difference between revisions
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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: Q3445748 / rank | |||
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Property / cites work: On the first exit time from an interval for diffusions with jumps / rank | |||
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Property / cites work: Ruin Probabilities for Levy Processes with Mixed-Exponential Negative Jumps / rank | |||
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Property / cites work: Distribution of functionals of some processes with independent increments / rank | |||
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Property / cites work: Q3150773 / rank | |||
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Latest revision as of 13:42, 8 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Distributions of the location of maximuma and minimuma for diffusions with jumps |
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Distributions of the location of maximuma and minimuma for diffusions with jumps (English)
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4 June 2014
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