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Volumn 35, Issue 2, 2003, Pages 504-531

First passage times of a jump diffusion process

Author keywords

Differential equation; Gaver Stehfest algorithm; Infinitesimal generator; Integral equation; L vy process; Marked point process; Martingale; Renewal theory

Indexed keywords

ALGORITHMS; BOUNDARY CONDITIONS; BROWNIAN MOVEMENT; DIFFERENCE EQUATIONS; INTEGRAL EQUATIONS; LAPLACE TRANSFORMS;

EID: 0038383048     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1051201658     Document Type: Article
Times cited : (326)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.