On the first hitting time of a one-dimensional diffusion and a compound Poisson process (Q708789)

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On the first hitting time of a one-dimensional diffusion and a compound Poisson process
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    On the first hitting time of a one-dimensional diffusion and a compound Poisson process (English)
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    14 October 2010
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    first-passage time
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    diffusion
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    Poisson process
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