Publication:3606270

zbMath1158.60367MaRDI QIDQ3606270

Mario Abundo

Publication date: 26 February 2009

zbMATH Keywords

Brownian motion; jump-diffusion process; random time-change

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J60: Diffusion processes

60H05: Stochastic integrals

Related Items

On the first-passage area of a one-dimensional jump-diffusion process