The exit time and the dividend value function for one-dimensional diffusion processes

DOI10.1155/2013/675202zbMath1470.60232OpenAlexW2163133913WikidataQ58916565 ScholiaQ58916565MaRDI QIDQ2318956

Ming Zhou, Peng Li, Chuan-Cun Yin

Publication date: 16 August 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/675202

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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