On certain bounds for first-crossing-time probabilities of a jump-diffusion process (Q3422352)

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On certain bounds for first-crossing-time probabilities of a jump-diffusion process
scientific article

    Statements

    publication date
    13 February 2007
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    author
    Antonio Di Crescenzo
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    Elvira di Nardo
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    Luigi M. Ricciardi
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    arXiv classification
    math.PR
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    60J65
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    60E15
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    zbMATH DE Number
    5125579
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    arXiv ID
    0706.2755
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