Distributions of Functionals of Diffusions with Jumps, Stopped at Random Times
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| 024 | 7 | 0 | |a 10.1007/s10958-015-2297-5 |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s10958-015-2297-5 | ||
| 100 | 1 | |a Borodin |D A. |u St. Petersburg Department of the Steklov Mathematical Institute, St. Petersburg State University, St. Petersburg, Russia |4 aut | |
| 245 | 1 | 0 | |a Distributions of Functionals of Diffusions with Jumps, Stopped at Random Times |h [Elektronische Daten] |c [A. Borodin] |
| 520 | 3 | |a The paper deals with methods for computation of distributions of functionals of diffusions with jumps, stopped at the minimum of exponentially distributed random time and the first exit time from an interval. | |
| 540 | |a Springer Science+Business Media New York, 2015 | ||
| 773 | 0 | |t Journal of Mathematical Sciences |d Springer US; http://www.springer-ny.com |g 206/2(2015-04-01), 115-126 |x 1072-3374 |q 206:2<115 |1 2015 |2 206 |o 10958 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s10958-015-2297-5 |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
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| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s10958-015-2297-5 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 100 |E 1- |a Borodin |D A. |u St. Petersburg Department of the Steklov Mathematical Institute, St. Petersburg State University, St. Petersburg, Russia |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Journal of Mathematical Sciences |d Springer US; http://www.springer-ny.com |g 206/2(2015-04-01), 115-126 |x 1072-3374 |q 206:2<115 |1 2015 |2 206 |o 10958 | ||
| 986 | |a SWISSBIB |b 445747706 | ||