First-Hitting Problems for Jump-Diffusion Processes with State-Dependent Uniform Jumps
Let <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mo>{</mo><mi>X</mi><mo>(</mo><mi>t</mi><mo>)</mo><mo>,</mo><mi>t</mi>...
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| Main Authors: | Mario Lefebvre, Ibrahim Elmojtaba |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-05-01
|
| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/13/10/1629 |
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