On the First-Passage Area of a One-Dimensional Jump-Diffusion Process

Author:

Abundo Mario

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Statistics and Probability

Reference20 articles.

1. Abundo M (1997) On some properties of one-dimensional diffusion processes on an interval. Probab Math Stat 17(2):235–268

2. Abundo M (2000) On first-passage-times for one-dimensional jump-diffusion processes. Probab Math Stat 20(2):399–423

3. Abundo M (2008) On the distribution of the time average of a jump-diffusion process. Int J Appl Math 21(3):447–454

4. Abundo M (2009) First-passage problems for asymmetric diffusions and skew-diffusion processes. Open Syst Inf Dyn 16(4):325–350

5. Abundo M (2010) On the first hitting time of a one-dimensional diffusion and a compound Poisson process. Methodol Comput Appl Probab 12:473–490. doi: 10.1007/s11009-008-9115-1

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