Some explicit results on first exit times for a jump diffusion process involving semimartingale local time (Q2664543)
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scientific article; zbMATH DE number 7428759
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| English | Some explicit results on first exit times for a jump diffusion process involving semimartingale local time |
scientific article; zbMATH DE number 7428759 |
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Some explicit results on first exit times for a jump diffusion process involving semimartingale local time (English)
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17 November 2021
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first exit time
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jump diffusion process
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semimartingale local time
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Laplace transform
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0.8434575796127319
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0.8152652382850647
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0.8064737319946289
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0.798060417175293
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0.7743963003158569
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