On decomposition of the last passage time of diffusions (Q6997987)
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scientific article; zbMATH DE number 8026503
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| default for all languages | No label defined |
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| English | On decomposition of the last passage time of diffusions |
scientific article; zbMATH DE number 8026503 |
Statements
On decomposition of the last passage time of diffusions (English)
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11 April 2025
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diffusions
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last passage time
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decomposition
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occupation time
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Green function
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Brownian motion
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stock prices
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switching volatility
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