Some first passage time problems for shot noise processes.
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Publication:1963629
DOI10.1007/BF01022999zbMath1086.60515MaRDI QIDQ1963629
George H. Weiss, Jaume Masoliver
Publication date: 2 February 2000
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10)
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