A note on the first passage time of diffusions with holding and jumping boundary
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference11 articles.
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1. One dimensional Brownian motion with holding and jumping boundary;Mathematical Methods in the Applied Sciences;2022-06-23
2. Rigorous Justification of the Fokker--Planck Equations of Neural Networks Based on an Iteration Perspective;SIAM Journal on Mathematical Analysis;2022-02
3. A randomized first-passage problem for drifted Brownian motion subject to hold and jump from a boundary;Stochastic Analysis and Applications;2015-12-23
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