Pages that link to "Item:Q1724885"
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The following pages link to Exit problems for jump processes having double-sided jumps with rational Laplace transforms (Q1724885):
Displaying 4 items.
- Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps (Q1630005) (← links)
- The first passage time problem for mixed-exponential jump processes with applications in insurance and finance (Q1724420) (← links)
- Escape probabilities from an interval for compound Poisson processes with drift (Q2087071) (← links)
- Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps (Q2671877) (← links)
