On a generalisation of the method of boundary functionals

2004 ◽  
Vol 14 (4) ◽  
Author(s):  
T. V. Andreeva
Keyword(s):  
Boundary Functionals

Certain boundary functionals for Markov random walks

1978 ◽  
Vol 23 (2) ◽  
pp. 169-175
Author(s):  
V. A. Ivanov ◽  
G. I. Ivchenko
Keyword(s):  
Random Walks ◽  
Markov Random ◽  
Boundary Functionals

scholarly journals Two-sided boundary problem for Kou's process

2013 ◽  
Vol 21 ◽  
pp. 92
Author(s):  
Ie.V. Karnaukh
Keyword(s):  
Boundary Problem ◽  
Diffusion Processes ◽  
Jump Diffusion ◽  
Jump Diffusion Processes ◽  
Double Exponential ◽  
Boundary Functionals

In this paper the distributions of two-sided boundary functionals for double exponential jump diffusion processes are treated.

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