First-exit problems for integrated 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/54112/
Journal Title:	Wseas Transactions on Mathematics (vol. 21)
DOI:	10.37394/23206.2022.21.98
Official URL:	https://doi.org/10.37394/23206.2022.21.98
Date Deposited:	10 Jul 2023 16:30
Last Modified:	25 Sep 2024 16:45

Cite in APA 7:	Lefebvre, M. (2022). First-exit problems for integrated diffusion processes with state-dependent jumps. Wseas Transactions on Mathematics, 21, 864-868. https://doi.org/10.37394/23206.2022.21.98
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