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First-passage problems for diffusion processes with state-dependent jumps

Mario Lefebvre

Article (2022)

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Department: Department of Mathematics and Industrial Engineering
PolyPublie URL: https://publications.polymtl.ca/50998/
Journal Title: Communications in Statistics - Theory and Methods (vol. 51, no. 9)
Publisher: Taylor & Francis
DOI: 10.1080/03610926.2020.1784433
Official URL: https://doi.org/10.1080/03610926.2020.1784433
Date Deposited: 18 Apr 2023 14:58
Last Modified: 25 Sep 2024 16:41
Cite in APA 7: Lefebvre, M. (2022). First-passage problems for diffusion processes with state-dependent jumps. Communications in Statistics - Theory and Methods, 51(9), 2908-2918. https://doi.org/10.1080/03610926.2020.1784433

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