scientific article; zbMATH DE number 5227637

zbMATH Open1137.60044arXivmath/0601775MaRDI QIDQ5436617FDOQ5436617

Olli Wallin, Paavo Salminen

Publication date: 17 January 2008

Full work available at URL: https://arxiv.org/abs/math/0601775

Title of this publication is not available (Why is that?)

zbMATH Keywords

Euler schemehitting timesnumerical algorithmsCrank-Nikolson schemeperpetual integral functionals of diffusions

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Diffusion processes (60J60) Brownian motion (60J65)

Cited In (3)

• On distributions of exponential functionals of the processes with independent increments
• Perpetual integrals for Lévy processes
• On Exponential Functionals of Processes with Independent Increments

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