On the First Hitting Time of a One-dimensional Diffusion and a Compound Poisson Process

ISSN： 1387-5841

Source： Methodology And Computing In Applied Probability, Vol.12, Iss.3, 2010-09, pp. : 473-490

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Some Results for the Compound Poisson Process That is Perturbed by Diffusion

By Zhang Chun-sheng Zhang Lian-zeng Wu Rong

Acta Mathematicae Applicatae Sinica, Vol. 18, Iss. 1, 2002-03 ,pp. : 153-160

Springer Publishing Company

Access to resources Recommend Favorite

Occupation time theorems for a class of one-dimensional diffusion processes

By Kasahara Yuji Watanabe Shinzo

Periodica Mathematica Hungarica, Vol. 50, Iss. 1-2, 2005-08 ,pp. : 175-188

Springer Publishing Company

Access to resources Recommend Favorite

Space-time Galerkin least-squares method for the one-dimensional advection-diffusion equation

By Kadalbajoo Mohan Arora Puneet

International Journal of Computer Mathematics, Vol. 87, Iss. 1, 2010-01 ,pp. : 103-118

Taylor & Francis Ltd

Access to resources Recommend Favorite

Application of the Space–Time Conservation Element and Solution Element Method to One-Dimensional Convection–Diffusion Problems

By Chang S-C. Wang X-Y. To W-M.

Journal of Computational Physics, Vol. 165, Iss. 1, 2000-11 ,pp. : 189-215

Academic Press

Access to resources Recommend Favorite

Space-Time Spectral Element Methods for One-Dimensional Nonlinear Advection-Diffusion Problems

By Bar-Yoseph P. Moses E. Zrahia U. Yarin A.L.

Journal of Computational Physics, Vol. 119, Iss. 1, 1995-06 ,pp. : 62-74

Academic Press

Access to resources Recommend Favorite