On an Inverse First-Passage Problem for Jump-Diffusion Processes
Computing the exact mathematical expression for a quantity defined in terms of a first-passage time random variable for a jump-diffusion process is in general very difficult. In this paper, we consider the following inverse problem: can we find a certain distribution for the size of the jumps that l...
保存先:
| 第一著者: | |
|---|---|
| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
MDPI AG
2025-12-01
|
| シリーズ: | Mathematics |
| 主題: | |
| オンライン･アクセス: | https://www.mdpi.com/2227-7390/14/1/87 |
| タグ: |
タグなし, このレコードへの初めてのタグを付けませんか!
|