Convergence of hitting times for jump-diffusion processes (Q340776)
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scientific article
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| English | Convergence of hitting times for jump-diffusion processes |
scientific article |
Statements
Convergence of hitting times for jump-diffusion processes (English)
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15 November 2016
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stochastic differential equations
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jump-diffusion processes
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hitting times
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convergence
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Poisson measure
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stopping time
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0.8519355654716492
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0.8181853890419006
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0.778495192527771
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0.7742586135864258
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