Shiyu Song, Yongjin Wang. On first passage times of sticky reflecting diffusion processes with double exponential jumps. J. Applied Probability, 57(1):221-236, 2020. [doi]
@article{SongW20-0,
title = {On first passage times of sticky reflecting diffusion processes with double exponential jumps},
author = {Shiyu Song and Yongjin Wang},
year = {2020},
doi = {10.1017/jpr.2019.93},
url = {https://doi.org/10.1017/jpr.2019.93},
researchr = {https://researchr.org/publication/SongW20-0},
cites = {0},
citedby = {0},
journal = {J. Applied Probability},
volume = {57},
number = {1},
pages = {221-236},
}