Distributions of functionals of diffusions with jumps stopped at the location of the maximum or minimum
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Publication:2016261
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Cites work
- Distribution of functionals of some processes with independent increments
- Distributions of functionals of bridges of diffusions with jumps
- Distributions of functionals of diffusions with jumps
- On the first exit time from an interval for diffusions with jumps
- On the joint distribution of the maximum and its location for a linear diffusion
- Ruin Probabilities for Levy Processes with Mixed-Exponential Negative Jumps
Cited in
(10)- Distribution of functionals of special diffusions with jumps
- Distributions of additive functionals of Brownian motion stopped at moments of maxima and minima of random times
- Joint distributions of the the infimum, supremum, and end of a Brownian motion with jumps
- scientific article; zbMATH DE number 5029465 (Why is no real title available?)
- Distributions of functionals of diffusions with jumps, stopped at random times
- Distribution of functionals of some processes with independent increments
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- On distributions of integral functionals of diffusions stopped at inverse range time
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