An approximate formula for the first-crossing-time density of a Wiener process perturbed by random jumps

Statistics and Probability Letters

Volumn 79, Issue 13, 2009, Pages 1559-1567

  Giraudo, Maria Teresa ^a  

^a UNIVERSITY OF TURIN   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 67349259603     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2009.03.019     Document Type: Article

References (18)

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