First passage time moments of jump-diffusions with Markovian switching
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Publication:538921
DOI10.1155/2011/501360zbMath1234.60081WikidataQ58688917 ScholiaQ58688917MaRDI QIDQ538921
Publication date: 26 May 2011
Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2011/501360
60H30: Applications of stochastic analysis (to PDEs, etc.)
60J60: Diffusion processes
60J27: Continuous-time Markov processes on discrete state spaces
Cites Work
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