The exit times for the diffusion risk model with drift coefficient

DOI10.1504/IJDSDE.2017.085826zbMATH Open1442.37118OpenAlexW4241148892MaRDI QIDQ2289504FDOQ2289504

Authors: Yitao Yang, Jing-Min He 

Publication date: 23 January 2020

Published in: International Journal of Dynamical Systems and Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1504/ijdsde.2017.085826

zbMATH Keywords

Dynkin's formulastrong Markov propertybasic solutions of differential equationsecond-order differential equation with constant coefficients

Mathematics Subject Classification ID

Dynamical systems in optimization and economics (37N40) Continuous-time Markov processes on general state spaces (60J25) Risk models (general) (91B05)

This page was built for publication: The exit times for the diffusion risk model with drift coefficient

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2289504)