Some examples of solutions to an inverse problem for the first-passage place of a jump-diffusion process

DOI10.2478/CANDC-2022-0003zbMath1496.60102arXiv2104.06385OpenAlexW3154097482MaRDI QIDQ5104383

Mario Abundo

Publication date: 9 September 2022

Published in: Control and Cybernetics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.06385

zbMATH Keywords

jump-diffusion processfirst-passage placeinverse first-passage place problem

Mathematics Subject Classification ID

Diffusion processes (60J60) Jump processes on general state spaces (60J76)

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