Combining perturbations and parameter variation to influence mean first passage times
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- scientific article; zbMATH DE number 3174818 (Why is no real title available?)
- scientific article; zbMATH DE number 3688413 (Why is no real title available?)
- scientific article; zbMATH DE number 49110 (Why is no real title available?)
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- scientific article; zbMATH DE number 3240796 (Why is no real title available?)
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- Modeling financial asset returns with shot noise processes
- Nonlinear dynamics and chaos. With applications to physics, biology, chemistry, and engineering
- Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity
- Shot noise perturbations and mean first passage times between stable states
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