Some Remarks on the First-Crossing Area of a Diffusion Process with Jumps over a Constant Barrier

Marco Abundo, Mario Abundo. Some Remarks on the First-Crossing Area of a Diffusion Process with Jumps over a Constant Barrier. In Roberto Moreno-Díaz, Franz Pichler, Alexis Quesada-Arencibia, editors, Computer Aided Systems Theory - EUROCAST 2013 - 14th International Conference, Las Palmas de Gran Canaria, Spain, February 10-15, 2013, Revised Selected Papers, Part I. Volume 8111 of Lecture Notes in Computer Science, pages 20-27, Springer, 2013. [doi]

Abstract

Abstract is missing.