✦ LIBER ✦

A note on the J1-convergence of a first-passage process

✍ Scribed by N.R. Mohan

Publisher: Elsevier Science
Year: 1976
Tongue: English
Weight: 868 KB
Volume: 4
Category: Article
ISSN: 0304-4149
DOI: 10.1016/0304-4149(76)90033-8

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A note on Durbin's formula for the first

A note on Durbin's formula for the first-passage density

✍ Igor Rychlik 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 154 KB

A note on first passage times in birth a

A note on first passage times in birth and death and nonnegative diffusion processes

✍ Cyrus Derman; Sheldon M. Ross; Zvi Schechner 📂 Article 📅 1983 🏛 John Wiley and Sons 🌐 English ⚖ 123 KB

On first passage times of a hyper-expone

On first passage times of a hyper-exponential jump diffusion process

✍ Ning Cai 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 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

A note on the gap convergence

✍ A. Largillier 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 205 KB

A Note on the Convergence of Integral Fu

A Note on the Convergence of Integral Functionals of Diffusion Processes. An Application to Strong Convergence

✍ F. Liese; W. Schmidt 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 268 KB

For a diffusion type process dX, = d w + a(t, X) dt and a sequence (f,) of nonnegative functions necessary and sufficient conditions to the f, are established which guarantee the as. convergence of fn(X,) dt to zero. This result is applied to derive simple necessary and sufficient conditions for the

A note on the convergence of the MSOR me

A note on the convergence of the MSOR method

✍ M.Madalena Martins 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 228 KB