Pages that link to "Item:Q1934375"
From MaRDI portal
The following pages link to First passage times of reflected Ornstein-Uhlenbeck processes with two-sided jumps (Q1934375):
Displayed 4 items.
- Exit times, undershoots and overshoots for reflected CIR process with two-sided jumps (Q2195953) (← links)
- Some explicit results on first exit times for a jump diffusion process involving semimartingale local time (Q2664543) (← links)
- On first passage times of sticky reflecting diffusion processes with double exponential jumps (Q5109497) (← links)
- On pricing barrier control in a regime-switching regulated market (Q5234307) (← links)