๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A note on the first passage time of diffusions with holding and jumping boundary

โœ Scribed by Peng, Jun


Book ID
125798632
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
353 KB
Volume
93
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


On first passage times of a hyper-expone
โœ Ning Cai ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 621 KB

We investigate some important probabilistic properties relating to the first passage time of a hyperexponential jump diffusion process, including its finiteness, expectation, conditional memorylessness, and conditional independence. Moreover, the joint distribution of the first passage time and the