Pages that link to "Item:Q1929687"
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The following pages link to The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers (Q1929687):
Displaying 5 items.
- On first hitting times for skew CIR processes (Q267888) (← links)
- On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media (Q1619554) (← links)
- On the transition density and first hitting time distributions of the doubly skewed CIR process (Q2241619) (← links)
- The exit time and the dividend value function for one-dimensional diffusion processes (Q2318956) (← links)
- One-Dimensional Reflected Diffusions with Two Boundaries and an Inverse First-Hitting Problem (Q2937462) (← links)
