First-Passage Problems for One-Dimensional Diffusions with Random Jumps from a Boundary
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/07362994.2011.532037
Reference15 articles.
1. Limit at Zero of the First-Passage Time Density and the Inverse Problem for One-Dimensional Diffusions
2. Abundo , M.,Macci , C., andStabile , G.2009. Asymptotic estimates of exit probabilities for small noise diffusions. Technical Report.
3. Ergodic behavior of diffusions with random jumps from the boundary
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