On the distribution of the time average of a jump-diffusion process

Mario Abundo

Type: Article

Publication Date: 2008-01-01

Citations: 5

Locations

International Journal of Pure and Apllied Mathematics - View

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Works That Cite This (5)

Action	Title	Year	Authors
+	On the First-Passage Area of a One-Dimensional Jump-Diffusion Process	2011	Mario Abundo
+	On the first-passage time of an integrated Gauss-Markov process	2015	Mario Abundo
+ PDF Chat	Investigating the Distribution of the First-Crossing Area of a Diffusion Process with Jumps Over a Threshold	2013	Mario Abundo
+ PDF Chat	The first-crossing area of a diffusion process with jumps over a constant barrier	2012	Mario Abundo
+	On the representation of an integrated Gauss-Markov process	2013	Mario Abundo

Works Cited by This (0)

Action	Title	Year	Authors