Mean first passage times of two-dimensional processes with jumps

Author:

Bo Lijun,Lefebvre Mario

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference7 articles.

1. On first-passage times for one-dimensional jump-diffusion processes;Abundo;Probability and Mathematical Statistics,2000

2. Loss rates for Lévy processes with two reflecting barriers;Asmussen;Mathematics of Operations Research,2007

3. A geometric Brownian motion model for field degradation data;Elsayed;International Journal of Materials and Product Technology,2004

4. Mean first-passage time to zero for wear processes;Lefebvre;Stochastic Models,2010

5. Stochastic Integration and Differential Equations;Protter,2004

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