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>...

Full description

Saved in:
Bibliographic Details
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
Tags: Add Tag
No Tags, Be the first to tag this record!

Similar Items