Distributions of functionals of diffusions with jumps, stopped at random times

DOI10.1007/S10958-015-2297-5zbMATH Open1376.60071OpenAlexW2059214002MaRDI QIDQ906764FDOQ906764

Authors: A. N. Borodin 

Publication date: 29 January 2016

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-015-2297-5

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zbMATH Keywords

diffusions with jumps

Mathematics Subject Classification ID

Diffusion processes (60J60) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• On Distributions of Certain Wiener Functionals
• Title not available (Why is that?)
• On the Distribution of the Supremum Functional for Processes with Stationary Independent Increments
• Ruin Probabilities for Levy Processes with Mixed-Exponential Negative Jumps

Cited In (11)

• Joint distributions of functionals of the telegraph process and switching diffusions
• On distributions of integral functionals of diffusions stopped at inverse range time
• Stationary distribution of mean-field stochastic functional differential equations with jumps
• Title not available (Why is that?)
• Distribution of functionals of special diffusions with jumps
• Distributions of the location of maximuma and minimuma for diffusions with jumps
• Distributions of functionals of diffusions with jumps
• Distributions of functionals of bridges of diffusions with jumps
• Distributions of functionals of diffusions with jumps stopped at the location of the maximum or minimum
• Title not available (Why is that?)
• Distributions of functionals of switching diffusions with jumps

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