Investigating the Distribution of the First-Crossing Area of a Diffusion Process with Jumps Over a Threshold

DOI10.2174/1874114201307010018zbMath1322.60159arXiv1212.2592OpenAlexW3106440797MaRDI QIDQ3192801

Mario Abundo

Publication date: 14 October 2015

Published in: The Open Applied Mathematics Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.2592

Mathematics Subject Classification ID

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