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On first-passage times for one-dimensional jump-diffusion processes
Jump-diffusion process exit probability first-crossing time
2009/9/22
Some problems of first-crossing times over two time-
-dependent boundaries lor one-dimensional jump-difiusion processes
are considered. The moments of the first-crossing times over each
boundary ar...
First passage times for discrete-time stochastic prooess-
. es are studied from a global point of view, in terms of a mapping that
takes a numerical sequence to its first passage time function. The ...