Tian, Chenlei; Jin, Ting; Yang, Xiangfeng; Liu, Qinyu Reliability analysis of the uncertain heat conduction model. (English) Zbl 07566245 Comput. Math. Appl. 119, 131-140 (2022). MSC: 80-XX 35-XX PDF BibTeX XML Cite \textit{C. Tian} et al., Comput. Math. Appl. 119, 131--140 (2022; Zbl 07566245) Full Text: DOI OpenURL
Dassios, Angelos; Zhang, Junyi First hitting time of Brownian motion on simple graph with skew semiaxes. (English) Zbl 07565031 Methodol. Comput. Appl. Probab. 24, No. 3, 1805-1831 (2022). MSC: 60J65 60G40 60J70 PDF BibTeX XML Cite \textit{A. Dassios} and \textit{J. Zhang}, Methodol. Comput. Appl. Probab. 24, No. 3, 1805--1831 (2022; Zbl 07565031) Full Text: DOI OpenURL
Zhang, Haoyan; Tian, Yingxu Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing. (English) Zbl 07554104 Methodol. Comput. Appl. Probab. 24, No. 2, 1237-1251 (2022). MSC: 60J60 60J65 60G40 PDF BibTeX XML Cite \textit{H. Zhang} and \textit{Y. Tian}, Methodol. Comput. Appl. Probab. 24, No. 2, 1237--1251 (2022; Zbl 07554104) Full Text: DOI OpenURL
Gapeev, Pavel V.; Kort, Peter M.; Lavrutich, Maria N.; Thijssen, Jacco J. J. Optimal double stopping problems for maxima and minima of geometric Brownian motions. (English) Zbl 07554086 Methodol. Comput. Appl. Probab. 24, No. 2, 789-813 (2022). MSC: 60G40 91G20 60J70 PDF BibTeX XML Cite \textit{P. V. Gapeev} et al., Methodol. Comput. Appl. Probab. 24, No. 2, 789--813 (2022; Zbl 07554086) Full Text: DOI OpenURL
Gapeev, Pavel V.; Li, Libo Optimal stopping problems for maxima and minima in models with asymmetric information. (English) Zbl 07533902 Stochastics 94, No. 4, 602-628 (2022). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 91G20 PDF BibTeX XML Cite \textit{P. V. Gapeev} and \textit{L. Li}, Stochastics 94, No. 4, 602--628 (2022; Zbl 07533902) Full Text: DOI OpenURL
Bulinskaya, E. Vl. First hitting time of a high level by a catalytic branching walk. (English. Russian original) Zbl 07517601 Proc. Steklov Inst. Math. 316, No. 1, 97-104 (2022); translation from Tr. Mat. Inst. Steklova 316, 105-112 (2022). MSC: 60J80 60G50 60K37 PDF BibTeX XML Cite \textit{E. Vl. Bulinskaya}, Proc. Steklov Inst. Math. 316, No. 1, 97--104 (2022; Zbl 07517601); translation from Tr. Mat. Inst. Steklova 316, 105--112 (2022) Full Text: DOI OpenURL
Zheng, Jing; Yu, Dongjie; Zhu, Bin; Tong, Changqing Learning hidden Markov models with unknown number of states. (English) Zbl 07491730 Physica A 594, Article ID 127047, 10 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{J. Zheng} et al., Physica A 594, Article ID 127047, 10 p. (2022; Zbl 07491730) Full Text: DOI OpenURL
Gutierrez-Pavón, Jonathan; Pacheco, Carlos G. Quenched distributions for the maximum, minimum and local time of the Brox diffusion. (English) Zbl 1474.60092 Stat. Probab. Lett. 180, Article ID 109238, 7 p. (2022). MSC: 60G07 PDF BibTeX XML Cite \textit{J. Gutierrez-Pavón} and \textit{C. G. Pacheco}, Stat. Probab. Lett. 180, Article ID 109238, 7 p. (2022; Zbl 1474.60092) Full Text: DOI OpenURL
Frikha, Noufel; Li, Libo Parametrix method for the first hitting time of an elliptic diffusion with irregular coefficients. (English) Zbl 07553824 Stochastics 93, No. 2, 167-195 (2021). MSC: 60H10 35K65 60G46 60H30 PDF BibTeX XML Cite \textit{N. Frikha} and \textit{L. Li}, Stochastics 93, No. 2, 167--195 (2021; Zbl 07553824) Full Text: DOI OpenURL
Jin, Ting; Ding, Hui; Xia, Hongxuan; Bao, Jinfeng Reliability index and Asian barrier option pricing formulas of the uncertain fractional first-hitting time model with Caputo type. (English) Zbl 07511326 Chaos Solitons Fractals 142, Article ID 110409, 23 p. (2021). MSC: 91-XX 60-XX PDF BibTeX XML Cite \textit{T. Jin} et al., Chaos Solitons Fractals 142, Article ID 110409, 23 p. (2021; Zbl 07511326) Full Text: DOI OpenURL
Jin, Ting; Yang, Xiangfeng; Xia, Hongxuan; Ding, Hui Reliability index and option pricing formulas of the first-hitting time model based on the uncertain fractional-order differential equation with Caputo type. (English) Zbl 1482.91204 Fractals 29, No. 1, Article ID 2150012, 21 p. (2021). MSC: 91G20 91G80 35Q91 35R11 PDF BibTeX XML Cite \textit{T. Jin} et al., Fractals 29, No. 1, Article ID 2150012, 21 p. (2021; Zbl 1482.91204) Full Text: DOI OpenURL
Xiong, Yi; Braun, W. John; Hu, X. Joan Estimating duration distribution aided by auxiliary longitudinal measures in presence of missing time origin. (English) Zbl 07447451 Lifetime Data Anal. 27, No. 3, 388-412 (2021). MSC: 62Nxx 62P10 PDF BibTeX XML Cite \textit{Y. Xiong} et al., Lifetime Data Anal. 27, No. 3, 388--412 (2021; Zbl 07447451) Full Text: DOI OpenURL
Zhang, Haoyan; Jiang, Pingping On some properties of sticky Brownian motion. (English) Zbl 1479.60161 Stoch. Dyn. 21, No. 6, Article ID 2150037, 17 p. (2021). MSC: 60J55 60J65 PDF BibTeX XML Cite \textit{H. Zhang} and \textit{P. Jiang}, Stoch. Dyn. 21, No. 6, Article ID 2150037, 17 p. (2021; Zbl 1479.60161) Full Text: DOI OpenURL
Song, Shiyu A result on the Laplace transform associated with the sticky Brownian motion on an interval. (English) Zbl 1483.60117 Stoch. Dyn. 21, No. 6, Article ID 2150031, 16 p. (2021). MSC: 60J60 60J65 33C10 PDF BibTeX XML Cite \textit{S. Song}, Stoch. Dyn. 21, No. 6, Article ID 2150031, 16 p. (2021; Zbl 1483.60117) Full Text: DOI OpenURL
Kamalakis, Thomas; Vamvakari, Malvina \(q\)-random walks on \(\mathbb Z^d\), \(d = 1, 2, 3\). (English) Zbl 1480.60207 Methodol. Comput. Appl. Probab. 23, No. 3, 947-969 (2021). MSC: 60J10 60G50 PDF BibTeX XML Cite \textit{T. Kamalakis} and \textit{M. Vamvakari}, Methodol. Comput. Appl. Probab. 23, No. 3, 947--969 (2021; Zbl 1480.60207) Full Text: DOI OpenURL
Xu, Guangli; Wang, Xingchun On the transition density and first hitting time distributions of the doubly skewed CIR process. (English) Zbl 1480.60223 Methodol. Comput. Appl. Probab. 23, No. 3, 735-752 (2021). MSC: 60J35 60G40 60H10 PDF BibTeX XML Cite \textit{G. Xu} and \textit{X. Wang}, Methodol. Comput. Appl. Probab. 23, No. 3, 735--752 (2021; Zbl 1480.60223) Full Text: DOI OpenURL
Fang, Rui; Li, Xiaohu A stochastic model of cyber attacks with imperfect detection. (English) Zbl 07528885 Commun. Stat., Theory Methods 49, No. 9, 2158-2175 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{R. Fang} and \textit{X. Li}, Commun. Stat., Theory Methods 49, No. 9, 2158--2175 (2020; Zbl 07528885) Full Text: DOI OpenURL
Jin, Ting; Zhu, Yuanguo First hitting time about solution for an uncertain fractional differential equation and application to an uncertain risk index model. (English) Zbl 07501441 Chaos Solitons Fractals 137, Article ID 109836, 6 p. (2020). MSC: 34A08 91B05 PDF BibTeX XML Cite \textit{T. Jin} and \textit{Y. Zhu}, Chaos Solitons Fractals 137, Article ID 109836, 6 p. (2020; Zbl 07501441) Full Text: DOI OpenURL
Chaumont, Loïc; Marolleau, Marine Fluctuation theory for spectrally positive additive Lévy fields. (English) Zbl 1477.60072 Electron. J. Probab. 25, Paper No. 161, 26 p. (2020). MSC: 60G51 PDF BibTeX XML Cite \textit{L. Chaumont} and \textit{M. Marolleau}, Electron. J. Probab. 25, Paper No. 161, 26 p. (2020; Zbl 1477.60072) Full Text: DOI arXiv OpenURL
Uchiyama, Kohei The potential function and ladder heights of a recurrent random walk on \(\mathbb{Z}\) with infinite variance. (English) Zbl 1473.60075 Electron. J. Probab. 25, Paper No. 153, 24 p. (2020). MSC: 60G50 60J45 PDF BibTeX XML Cite \textit{K. Uchiyama}, Electron. J. Probab. 25, Paper No. 153, 24 p. (2020; Zbl 1473.60075) Full Text: DOI arXiv OpenURL
Lipton, Alexander; Kaushansky, Vadim On the first hitting time density for a reducible diffusion process. (English) Zbl 1466.91344 Quant. Finance 20, No. 5, 723-743 (2020). MSC: 91G20 91G40 60J70 45D05 PDF BibTeX XML Cite \textit{A. Lipton} and \textit{V. Kaushansky}, Quant. Finance 20, No. 5, 723--743 (2020; Zbl 1466.91344) Full Text: DOI OpenURL
Muravey, Dmitry Lie symmetries methods in boundary crossing problems for diffusion processes. (English) Zbl 1460.60091 Acta Appl. Math. 170, 347-372 (2020). MSC: 60J60 22E70 35Q84 82C31 PDF BibTeX XML Cite \textit{D. Muravey}, Acta Appl. Math. 170, 347--372 (2020; Zbl 1460.60091) Full Text: DOI arXiv OpenURL
Hunt, Fern Y. A first hitting time approach to finding effective spreaders in a network. (English) Zbl 1458.94003 Ortega, Omayra (ed.) et al., The golden anniversary celebration of the National Association of Mathematicians. AMS special session on the mathematics of historically black colleges and universities, HBCUs in the Mid-Atlantic. MAA invited paper session on the past 50 years of African Americans in the mathematical sciences. Haynes-Granville-Browne session of presentations by recent doctoral recipients. 2019 Claytor-Wookdard lecture. NAM David Harold Blackwell lecture, Baltimore, MD, USA and Cincinnati, OH, USA, January 17, 18 and 19 and August 2, 2019. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 759, 71-91 (2020). MSC: 94A05 05C69 05C81 60J10 90C27 68R10 PDF BibTeX XML Cite \textit{F. Y. Hunt}, Contemp. Math. 759, 71--91 (2020; Zbl 1458.94003) Full Text: DOI OpenURL
Skiadas, Christos H.; Skiadas, Charilaos The first exit time stochastic theory applied to estimate the life-time of a complicated system. (English) Zbl 1455.60088 Methodol. Comput. Appl. Probab. 22, No. 4, 1601-1611 (2020). MSC: 60H30 35R60 60G22 PDF BibTeX XML Cite \textit{C. H. Skiadas} and \textit{C. Skiadas}, Methodol. Comput. Appl. Probab. 22, No. 4, 1601--1611 (2020; Zbl 1455.60088) Full Text: DOI OpenURL
Wang, Jing; Zhang, Yuhui Integral-type functionals downward of single death processes. (Chinese. English summary) Zbl 1463.60105 Chin. J. Appl. Probab. Stat. 36, No. 4, 393-414 (2020). MSC: 60J80 PDF BibTeX XML Cite \textit{J. Wang} and \textit{Y. Zhang}, Chin. J. Appl. Probab. Stat. 36, No. 4, 393--414 (2020; Zbl 1463.60105) Full Text: DOI OpenURL
Lipton, Alexander Old problems, classical methods, new solutions. (English) Zbl 1447.91178 Int. J. Theor. Appl. Finance 23, No. 4, Article ID 2050024, 37 p. (2020). MSC: 91G20 60G40 35Q91 PDF BibTeX XML Cite \textit{A. Lipton}, Int. J. Theor. Appl. Finance 23, No. 4, Article ID 2050024, 37 p. (2020; Zbl 1447.91178) Full Text: DOI arXiv OpenURL
Wiśniewolski, Maciej Integral functionals under the excursion measure. (English) Zbl 1434.60210 J. Appl. Probab. 57, No. 1, 137-155 (2020). MSC: 60J45 60J55 60J65 PDF BibTeX XML Cite \textit{M. Wiśniewolski}, J. Appl. Probab. 57, No. 1, 137--155 (2020; Zbl 1434.60210) Full Text: DOI OpenURL
Chebotarev, Pavel; Deza, Elena Hitting time quasi-metric and its forest representation. (English) Zbl 1444.60073 Optim. Lett. 14, No. 2, 291-307 (2020). MSC: 60J10 60G50 05C12 05C20 05C05 PDF BibTeX XML Cite \textit{P. Chebotarev} and \textit{E. Deza}, Optim. Lett. 14, No. 2, 291--307 (2020; Zbl 1444.60073) Full Text: DOI arXiv OpenURL
Pawelec, Łukasz; Urbański, Mariusz Long hitting times for expanding systems. (English) Zbl 1435.37011 Nonlinearity 33, No. 3, 942-970 (2020). Reviewer: Hasan Akin (Gaziantep) MSC: 37A30 37D35 37B10 37E10 PDF BibTeX XML Cite \textit{Ł. Pawelec} and \textit{M. Urbański}, Nonlinearity 33, No. 3, 942--970 (2020; Zbl 1435.37011) Full Text: DOI arXiv OpenURL
Zheng, Jing; Huang, Jiafang; Tong, Changqing The order estimation for hidden Markov models. (English) Zbl 07568370 Physica A 527, Article ID 121462, 6 p. (2019). MSC: 82-XX PDF BibTeX XML Cite \textit{J. Zheng} et al., Physica A 527, Article ID 121462, 6 p. (2019; Zbl 07568370) Full Text: DOI OpenURL
Wang, Xiuli; Jiang, Bin; Lu, Ningyun Relevance vector machine based remaining useful life prediction for traction systems of high-speed trains. (Chinese. English summary) Zbl 1449.62290 Acta Autom. Sin. 45, No. 12, 2303-2311 (2019). MSC: 62P30 62N05 62M10 PDF BibTeX XML Cite \textit{X. Wang} et al., Acta Autom. Sin. 45, No. 12, 2303--2311 (2019; Zbl 1449.62290) Full Text: DOI OpenURL
Gapeev, Pavel V. Perpetual dual American barrier options for short sellers. (English) Zbl 1434.62221 Steland, Ansgar (ed.) et al., Stochastic models, statistics and their applications. Collected papers based on the presentations at the 14th workshop, Dresden, Germany, March 6–8, 2019. Cham: Springer. Springer Proc. Math. Stat. 294, 85-99 (2019). MSC: 62P05 60G40 60J65 91G30 PDF BibTeX XML Cite \textit{P. V. Gapeev}, Springer Proc. Math. Stat. 294, 85--99 (2019; Zbl 1434.62221) Full Text: DOI Link OpenURL
Morinaga, Daiki; Akimoto, Youhei Generalized drift analysis in continuous domain. Linear convergence of (1+1)-ES on strongly convex functions with Lipschitz continuous gradients. (English) Zbl 1433.68648 Proceedings of the 15th ACM/SIGEVO workshop on foundations of genetic algorithms, FOGA 2019, Potsdam, Germany, August 27–29, 2019. New York, NY: Association for Computing Machinery (ACM). 13-24 (2019). MSC: 68W50 90C59 PDF BibTeX XML Cite \textit{D. Morinaga} and \textit{Y. Akimoto}, in: Proceedings of the 15th ACM/SIGEVO workshop on foundations of genetic algorithms, FOGA 2019, Potsdam, Germany, August 27--29, 2019. New York, NY: Association for Computing Machinery (ACM). 13--24 (2019; Zbl 1433.68648) Full Text: DOI OpenURL
Zhang, Yuhui; Zhou, Xiaofeng High order moments of first hitting times for single death processes. (English) Zbl 1427.60169 Front. Math. China 14, No. 5, 1037-1061 (2019). MSC: 60J60 60J27 PDF BibTeX XML Cite \textit{Y. Zhang} and \textit{X. Zhou}, Front. Math. China 14, No. 5, 1037--1061 (2019; Zbl 1427.60169) Full Text: DOI OpenURL
Hishida, Yuji; Ishigaki, Yuta; Okumura, Toshiki A numerical scheme for expectations with first hitting time to smooth boundary. (English) Zbl 1425.91428 Asia-Pac. Financ. Mark. 26, No. 4, 553-565 (2019). MSC: 91G60 65M99 91G20 PDF BibTeX XML Cite \textit{Y. Hishida} et al., Asia-Pac. Financ. Mark. 26, No. 4, 553--565 (2019; Zbl 1425.91428) Full Text: DOI OpenURL
Kötzing, Timo; Krejca, Martin S. First-hitting times under drift. (English) Zbl 1435.68218 Theor. Comput. Sci. 796, 51-69 (2019). MSC: 68Q87 60G40 68T20 68W20 PDF BibTeX XML Cite \textit{T. Kötzing} and \textit{M. S. Krejca}, Theor. Comput. Sci. 796, 51--69 (2019; Zbl 1435.68218) Full Text: DOI arXiv OpenURL
Hamana, Yuji Hitting times to spheres of Brownian motions with drifts starting from the origin. (English) Zbl 1480.60248 Proc. Japan Acad., Ser. A 95, No. 4, 37-39 (2019). MSC: 60J65 60G40 33C10 PDF BibTeX XML Cite \textit{Y. Hamana}, Proc. Japan Acad., Ser. A 95, No. 4, 37--39 (2019; Zbl 1480.60248) Full Text: DOI Euclid OpenURL
Lee, Mei-Ling Ting; Whitmore, G. A. A new class of survival distribution for degradation processes subject to shocks. (English) Zbl 1481.62088 J. Stat. Distrib. Appl. 6, Paper No. 8, 24 p. (2019). MSC: 62N05 60K10 62P10 60G51 PDF BibTeX XML Cite \textit{M.-L. T. Lee} and \textit{G. A. Whitmore}, J. Stat. Distrib. Appl. 6, Paper No. 8, 24 p. (2019; Zbl 1481.62088) Full Text: DOI OpenURL
Yao, Kai First hitting time of uncertain random renewal reward process and its application in insurance risk process. (English) Zbl 1418.60113 Soft Comput. 23, No. 11, 3687-3696 (2019). MSC: 60K05 60K10 60A86 91B30 PDF BibTeX XML Cite \textit{K. Yao}, Soft Comput. 23, No. 11, 3687--3696 (2019; Zbl 1418.60113) Full Text: DOI OpenURL
Jiang, Yiming; Song, Shiyu; Wang, Yongjin Some explicit results on one kind of sticky diffusion. (English) Zbl 1415.60093 J. Appl. Probab. 56, No. 2, 398-415 (2019). MSC: 60J60 91G20 PDF BibTeX XML Cite \textit{Y. Jiang} et al., J. Appl. Probab. 56, No. 2, 398--415 (2019; Zbl 1415.60093) Full Text: DOI OpenURL
Manzo, F.; Scoppola, E. Exact results on the first hitting via conditional strong quasi-stationary times and applications to metastability. (English) Zbl 1420.82019 J. Stat. Phys. 174, No. 6, 1239-1262 (2019). MSC: 82C41 60J10 15B51 PDF BibTeX XML Cite \textit{F. Manzo} and \textit{E. Scoppola}, J. Stat. Phys. 174, No. 6, 1239--1262 (2019; Zbl 1420.82019) Full Text: DOI OpenURL
Lee, Mei-Ling Ting A survey of threshold regression for time-to-event analysis and applications. (English) Zbl 1417.62318 Taiwanese J. Math. 23, No. 2, 293-305 (2019). MSC: 62P10 62N05 60J65 62J07 60G10 62M10 PDF BibTeX XML Cite \textit{M.-L. T. Lee}, Taiwanese J. Math. 23, No. 2, 293--305 (2019; Zbl 1417.62318) Full Text: DOI Euclid OpenURL
Dong, Qinglai; Cui, Lirong First hitting time distributions for Brownian motion and regions with piecewise linear boundaries. (English) Zbl 1411.60119 Methodol. Comput. Appl. Probab. 21, No. 1, 1-23 (2019). MSC: 60J65 60J75 60J60 60J70 PDF BibTeX XML Cite \textit{Q. Dong} and \textit{L. Cui}, Methodol. Comput. Appl. Probab. 21, No. 1, 1--23 (2019; Zbl 1411.60119) Full Text: DOI OpenURL
Byczkowski, Tomasz; Jakubowski, Jacek; Wiśniewolski, Maciej On functionals of excursions for Bessel processes with negative index. (English) Zbl 1422.60126 Stud. Math. 246, No. 3, 217-231 (2019). MSC: 60J25 60J35 60J45 PDF BibTeX XML Cite \textit{T. Byczkowski} et al., Stud. Math. 246, No. 3, 217--231 (2019; Zbl 1422.60126) Full Text: DOI OpenURL
Bielecki, Tomasz R.; Jeanblanc, Monique; Sezer, Ali Devin Joint densities of hitting times for finite state Markov processes. (English) Zbl 1424.60088 Turk. J. Math. 42, No. 2, 586-608 (2018). MSC: 60J27 60G40 91G40 PDF BibTeX XML Cite \textit{T. R. Bielecki} et al., Turk. J. Math. 42, No. 2, 586--608 (2018; Zbl 1424.60088) Full Text: DOI OpenURL
Hong, Liang A further study of the choice between two hedging strategies – the continuous case. (English) Zbl 1426.91248 Methodol. Comput. Appl. Probab. 20, No. 4, 1189-1198 (2018). MSC: 91G10 60J25 PDF BibTeX XML Cite \textit{L. Hong}, Methodol. Comput. Appl. Probab. 20, No. 4, 1189--1198 (2018; Zbl 1426.91248) Full Text: DOI OpenURL
Huang, Lu-Jing; Mao, Yong-Hua Variational principles of hitting times for non-reversible Markov chains. (English) Zbl 1414.60067 J. Math. Anal. Appl. 468, No. 2, 959-975 (2018). MSC: 60J27 44A10 PDF BibTeX XML Cite \textit{L.-J. Huang} and \textit{Y.-H. Mao}, J. Math. Anal. Appl. 468, No. 2, 959--975 (2018; Zbl 1414.60067) Full Text: DOI OpenURL
Jakubowski, Jacek; Wiśniewolski, Maciej Invariance formulas for stopping times of squared Bessel process. (English) Zbl 1401.60143 Stochastic Anal. Appl. 36, No. 4, 671-699 (2018). MSC: 60J25 60H30 60G40 PDF BibTeX XML Cite \textit{J. Jakubowski} and \textit{M. Wiśniewolski}, Stochastic Anal. Appl. 36, No. 4, 671--699 (2018; Zbl 1401.60143) Full Text: DOI OpenURL
Coutin, Laure; Pontier, Monique; Ngom, Waly Joint distribution of a Lévy process and its running supremum. (English) Zbl 1396.60049 J. Appl. Probab. 55, No. 2, 488-512 (2018). MSC: 60G51 60H20 PDF BibTeX XML Cite \textit{L. Coutin} et al., J. Appl. Probab. 55, No. 2, 488--512 (2018; Zbl 1396.60049) Full Text: DOI HAL OpenURL
Jiang, Yiming; Song, Shiyu; Wang, Yongjin Pricing European vanilla options under a jump-to-default threshold diffusion model. (English) Zbl 1395.91452 J. Comput. Appl. Math. 344, 438-456 (2018). MSC: 91G20 60G07 PDF BibTeX XML Cite \textit{Y. Jiang} et al., J. Comput. Appl. Math. 344, 438--456 (2018; Zbl 1395.91452) Full Text: DOI OpenURL
Lefebvre, Mario LQG homing problems for processes used in financial mathematics. (English) Zbl 1399.91148 Rev. Roum. Math. Pures Appl. 63, No. 1, 27-37 (2018). MSC: 91G80 93E20 PDF BibTeX XML Cite \textit{M. Lefebvre}, Rev. Roum. Math. Pures Appl. 63, No. 1, 27--37 (2018; Zbl 1399.91148) OpenURL
Uchiyama, Kôhei The Brownian hitting distributions in space-time of bounded sets and the expected volume of the Wiener sausage for a Brownian bridge. (English) Zbl 1391.60204 Proc. Lond. Math. Soc. (3) 116, No. 3, 575-628 (2018). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J65 60J45 35K20 PDF BibTeX XML Cite \textit{K. Uchiyama}, Proc. Lond. Math. Soc. (3) 116, No. 3, 575--628 (2018; Zbl 1391.60204) Full Text: DOI arXiv OpenURL
Macías-Díaz, J. E.; Villa-Morales, J. A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes. (English) Zbl 1394.60033 Comput. Math. Appl. 74, No. 8, 1799-1812 (2017). MSC: 60G17 60G15 35R60 60H35 PDF BibTeX XML Cite \textit{J. E. Macías-Díaz} and \textit{J. Villa-Morales}, Comput. Math. Appl. 74, No. 8, 1799--1812 (2017; Zbl 1394.60033) Full Text: DOI OpenURL
Zhang, Zhengxin; Hu, Changhua; Si, Xiaosheng; Zhang, Wei Degradation modeling and remaining useful life prediction with bivariate time scale. (Chinese. English summary) Zbl 1399.93204 Acta Autom. Sin. 43, No. 10, 1789-1798 (2017). MSC: 93E03 62N05 PDF BibTeX XML Cite \textit{Z. Zhang} et al., Acta Autom. Sin. 43, No. 10, 1789--1798 (2017; Zbl 1399.93204) OpenURL
Demni, N. Reciprocal of the first hitting time of the boundary of dihedral wedges by a radial Dunkl process. (English) Zbl 1388.60085 Markov Process. Relat. Fields 23, No. 4, 661-678 (2017). MSC: 60G18 60G40 PDF BibTeX XML Cite \textit{N. Demni}, Markov Process. Relat. Fields 23, No. 4, 661--678 (2017; Zbl 1388.60085) Full Text: arXiv OpenURL
Richard, Alexandre; Talay, Denis Noise sensitivity of functionals of fractional Brownian motion driven stochastic differential equations: results and perspectives. (English) Zbl 1382.60064 Panov, Vladimir (ed.), Modern problems of stochastic analysis and statistics. Selected contributions in honor of Valentin Konakov’s 70th birthday, Moscow, Russia, May 29 – June 2, 2016. Cham: Springer (ISBN 978-3-319-65312-9/hbk; 978-3-319-65313-6/ebook). Springer Proceedings in Mathematics & Statistics 208, 219-235 (2017). MSC: 60G22 60H07 PDF BibTeX XML Cite \textit{A. Richard} and \textit{D. Talay}, Springer Proc. Math. Stat. 208, 219--235 (2017; Zbl 1382.60064) Full Text: DOI arXiv OpenURL
Cui, Zhenyu; Nguyen, Duy First hitting time of integral diffusions and applications. (English) Zbl 1380.60073 Stoch. Models 33, No. 3, 376-391 (2017). MSC: 60J60 60G44 44A10 91G20 PDF BibTeX XML Cite \textit{Z. Cui} and \textit{D. Nguyen}, Stoch. Models 33, No. 3, 376--391 (2017; Zbl 1380.60073) Full Text: DOI OpenURL
Petersson, Mikael Quasi-stationary asymptotics for perturbed semi-Markov processes in discrete time. (English) Zbl 1387.60133 Methodol. Comput. Appl. Probab. 19, No. 4, 1047-1074 (2017). MSC: 60K15 41A60 60K05 PDF BibTeX XML Cite \textit{M. Petersson}, Methodol. Comput. Appl. Probab. 19, No. 4, 1047--1074 (2017; Zbl 1387.60133) Full Text: DOI arXiv OpenURL
Liang, Xiaoqing; Bai, Lihua Minimizing expected time to reach a given capital level before ruin. (English) Zbl 1373.93381 J. Ind. Manag. Optim. 13, No. 4, 1771-1791 (2017). MSC: 93E20 91B30 91B70 91G80 PDF BibTeX XML Cite \textit{X. Liang} and \textit{L. Bai}, J. Ind. Manag. Optim. 13, No. 4, 1771--1791 (2017; Zbl 1373.93381) Full Text: DOI OpenURL
van Doorn, Erik A. An orthogonal-polynomial approach to first-hitting times of birth-death processes. (English) Zbl 1386.60299 J. Theor. Probab. 30, No. 2, 594-607 (2017). Reviewer: Zakhar Kabluchko (Münster) MSC: 60J80 42C05 PDF BibTeX XML Cite \textit{E. A. van Doorn}, J. Theor. Probab. 30, No. 2, 594--607 (2017; Zbl 1386.60299) Full Text: DOI arXiv OpenURL
Tishby, Ido; Biham, Ofer; Katzav, Eytan The distribution of first hitting times of non-backtracking random walks on Erdos-Rényi networks. (English) Zbl 1369.82018 J. Phys. A, Math. Theor. 50, No. 20, Article ID 205003, 34 p. (2017). MSC: 82B41 60G50 05C81 PDF BibTeX XML Cite \textit{I. Tishby} et al., J. Phys. A, Math. Theor. 50, No. 20, Article ID 205003, 34 p. (2017; Zbl 1369.82018) Full Text: DOI arXiv OpenURL
Kaleta, Kamil; Lörinczi, József Fall-off of eigenfunctions for non-local Schrödinger operators with decaying potentials. (English) Zbl 1367.47049 Potential Anal. 46, No. 4, 647-688 (2017). MSC: 47D08 60G51 47D03 47G20 PDF BibTeX XML Cite \textit{K. Kaleta} and \textit{J. Lörinczi}, Potential Anal. 46, No. 4, 647--688 (2017; Zbl 1367.47049) Full Text: DOI arXiv Link OpenURL
Tishby, Ido; Biham, Ofer; Katzav, Eytan The distribution of first hitting times of randomwalks on Erdős-Rényi networks. (English) Zbl 1362.60044 J. Phys. A, Math. Theor. 50, No. 11, Article ID 115001, 21 p. (2017). MSC: 60G50 05C81 05C80 PDF BibTeX XML Cite \textit{I. Tishby} et al., J. Phys. A, Math. Theor. 50, No. 11, Article ID 115001, 21 p. (2017; Zbl 1362.60044) Full Text: DOI arXiv OpenURL
Demni, Nizar First hitting time of the boundary of a wedge of angle \(\pi/4\) by a radial Dunkl process. (English) Zbl 1361.60068 ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 1, 139-152 (2017). MSC: 60J60 60G18 PDF BibTeX XML Cite \textit{N. Demni}, ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 1, 139--152 (2017; Zbl 1361.60068) Full Text: arXiv Link OpenURL
Jin, Zhiyong; Wang, Liqun First passage time for Brownian motion and piecewise linear boundaries. (English) Zbl 1360.60155 Methodol. Comput. Appl. Probab. 19, No. 1, 237-253 (2017). MSC: 60J65 60J75 60J60 60J70 65C05 PDF BibTeX XML Cite \textit{Z. Jin} and \textit{L. Wang}, Methodol. Comput. Appl. Probab. 19, No. 1, 237--253 (2017; Zbl 1360.60155) Full Text: DOI OpenURL
Petersson, Mikael Asymptotic expansions for moment functionals of perturbed discrete time semi-Markov processes. (English) Zbl 1361.60080 Silvestrov, Sergei (ed.) et al., Engineering mathematics II. Algebraic, stochastic and analysis structures for networks, data classification and optimization. Cham: Springer (ISBN 978-3-319-42104-9/hbk; 978-3-319-42105-6/ebook). Springer Proceedings in Mathematics & Statistics 179, 109-130 (2016). MSC: 60K15 60J10 60K05 60J22 65C40 PDF BibTeX XML Cite \textit{M. Petersson}, Springer Proc. Math. Stat. 179, 109--130 (2016; Zbl 1361.60080) Full Text: DOI arXiv OpenURL
Sørensen, Michael On the size distribution of sand. (English) Zbl 1383.62358 Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 1-13 (2016). MSC: 62P35 74L10 76T25 60H35 60F05 PDF BibTeX XML Cite \textit{M. Sørensen}, in: The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer. 1--13 (2016; Zbl 1383.62358) Full Text: DOI OpenURL
Brown, Mark; de la Peña, Victor H.; Klass, Michael J.; Sit, Tony On an approach to boundary crossing by stochastic processes. (English) Zbl 1375.60082 Stochastic Processes Appl. 126, No. 12, 3843-3853 (2016). MSC: 60G40 60E15 60K05 62L99 PDF BibTeX XML Cite \textit{M. Brown} et al., Stochastic Processes Appl. 126, No. 12, 3843--3853 (2016; Zbl 1375.60082) Full Text: DOI OpenURL
Skiadas, Christos H.; Skiadas, Charilaos The health state curve and the health state life table: life expectancy and healthy life expectancy estimates. (English) Zbl 1365.62429 Commun. Stat., Theory Methods 45, No. 6, 1682-1692 (2016). MSC: 62P10 91D20 62N05 PDF BibTeX XML Cite \textit{C. H. Skiadas} and \textit{C. Skiadas}, Commun. Stat., Theory Methods 45, No. 6, 1682--1692 (2016; Zbl 1365.62429) Full Text: DOI OpenURL
Xu, Guangli; Song, Shiyu; Wang, Yongjin The valuation of options on foreign exchange rate in a target zone. (English) Zbl 1337.91115 Int. J. Theor. Appl. Finance 19, No. 3, Article ID 1650020, 19 p. (2016). MSC: 91G20 91G30 PDF BibTeX XML Cite \textit{G. Xu} et al., Int. J. Theor. Appl. Finance 19, No. 3, Article ID 1650020, 19 p. (2016; Zbl 1337.91115) Full Text: DOI OpenURL
Ernst, Philip; Shepp, Larry On the time for Brownian motion to visit every point on a circle. (English) Zbl 1335.60154 J. Stat. Plann. Inference 171, 130-134 (2016). MSC: 60J65 60G15 PDF BibTeX XML Cite \textit{P. Ernst} and \textit{L. Shepp}, J. Stat. Plann. Inference 171, 130--134 (2016; Zbl 1335.60154) Full Text: DOI arXiv OpenURL
Sacerdote, Laura; Tamborrino, Massimiliano; Zucca, Cristina First passage times of two-dimensional correlated processes: analytical results for the Wiener process and a numerical method for diffusion processes. (English) Zbl 1333.60176 J. Comput. Appl. Math. 296, 275-292 (2016). MSC: 60J60 60G40 60J65 60J70 45D05 45B05 65R20 PDF BibTeX XML Cite \textit{L. Sacerdote} et al., J. Comput. Appl. Math. 296, 275--292 (2016; Zbl 1333.60176) Full Text: DOI arXiv OpenURL
Xu, Guangli; Song, Shiyu; Wang, Yongjin Some properties of doubly skewed CIR processes. (English) Zbl 1334.60169 J. Math. Anal. Appl. 434, No. 2, 1194-1210 (2016). MSC: 60J60 60H10 PDF BibTeX XML Cite \textit{G. Xu} et al., J. Math. Anal. Appl. 434, No. 2, 1194--1210 (2016; Zbl 1334.60169) Full Text: DOI OpenURL
Rodrigues, Josemar; Balakrishnan, N.; Cordeiro, Gauss M.; de Castro, Mário; Cancho, Vicente G. Latent cure rate model under repair system and threshold effect. (English) Zbl 1457.62360 J. Stat. Comput. Simulation 85, No. 14, 2860-2873 (2015). MSC: 62P10 62F15 92C50 PDF BibTeX XML Cite \textit{J. Rodrigues} et al., J. Stat. Comput. Simulation 85, No. 14, 2860--2873 (2015; Zbl 1457.62360) Full Text: DOI OpenURL
Önskog, Thomas; Zhang, Jun An accurate treatment of diffuse reflection boundary conditions for a stochastic particle Fokker-Planck algorithm with large time steps. (English) Zbl 1400.76068 Physica A 440, 139-146 (2015). MSC: 76M28 35Q84 76X05 PDF BibTeX XML Cite \textit{T. Önskog} and \textit{J. Zhang}, Physica A 440, 139--146 (2015; Zbl 1400.76068) Full Text: DOI OpenURL
Guo, Weian; Wang, Lei; Ge, Shuzhi Sam; Ren, Hongliang; Mao, Yanfen Drift analysis of mutation operations for biogeography-based optimization. (English) Zbl 1359.68267 Soft Comput. 19, No. 7, 1881-1892 (2015). MSC: 68T20 90C59 PDF BibTeX XML Cite \textit{W. Guo} et al., Soft Comput. 19, No. 7, 1881--1892 (2015; Zbl 1359.68267) Full Text: DOI OpenURL
Giet, Jean-Sébastien; Vallois, Pierre; Wantz-Mézières, Sophie The logistic S. D. E. (English) Zbl 1363.60074 Theory Stoch. Process. 20, No. 1, 28-62 (2015). MSC: 60H10 60J60 60G40 60J27 92C50 PDF BibTeX XML Cite \textit{J.-S. Giet} et al., Theory Stoch. Process. 20, No. 1, 28--62 (2015; Zbl 1363.60074) Full Text: MNR OpenURL
Skiadas, Christos H.; Skiadas, Charilaos Exploring the state of a stochastic system via stochastic simulations: an interesting inversion problem and the health state function. (English) Zbl 1348.60103 Methodol. Comput. Appl. Probab. 17, No. 4, 973-982 (2015). MSC: 60H35 60H10 65C30 60G40 62L20 PDF BibTeX XML Cite \textit{C. H. Skiadas} and \textit{C. Skiadas}, Methodol. Comput. Appl. Probab. 17, No. 4, 973--982 (2015; Zbl 1348.60103) Full Text: DOI OpenURL
Economou, P.; Malefaki, S.; Caroni, C. Bayesian threshold regression model with random effects for recurrent events. (English) Zbl 1398.62261 Methodol. Comput. Appl. Probab. 17, No. 4, 871-898 (2015). MSC: 62N01 60G15 62F15 62N02 PDF BibTeX XML Cite \textit{P. Economou} et al., Methodol. Comput. Appl. Probab. 17, No. 4, 871--898 (2015; Zbl 1398.62261) Full Text: DOI OpenURL
Erich, Roger; Pennell, Michael L. Ornstein-Uhlenbeck threshold regression for time-to-event data with and without a cure fraction. (English) Zbl 1322.62019 Lifetime Data Anal. 21, No. 1, 1-19 (2015). MSC: 62P10 62N05 92C50 PDF BibTeX XML Cite \textit{R. Erich} and \textit{M. L. Pennell}, Lifetime Data Anal. 21, No. 1, 1--19 (2015; Zbl 1322.62019) Full Text: DOI OpenURL
Delarue, François; Inglis, James; Rubenthaler, Sylvain; Tanré, Etienne Global solvability of a networked integrate-and-fire model of McKean-Vlasov type. (English) Zbl 1322.60085 Ann. Appl. Probab. 25, No. 4, 2096-2133 (2015). MSC: 60H10 60K35 60J60 60K05 60J75 92C20 PDF BibTeX XML Cite \textit{F. Delarue} et al., Ann. Appl. Probab. 25, No. 4, 2096--2133 (2015; Zbl 1322.60085) Full Text: DOI arXiv Euclid OpenURL
Chang, Liu; Chen, Shouting; Zhu, Ailin Properties of the Cox-Ingersoll-Ross interest rate processes with two-sided reflections. (English) Zbl 1337.60149 Commun. Stat., Theory Methods 44, No. 4, 657-670 (2015). MSC: 60H30 60H10 60J60 60J55 60J35 91G30 91G80 91B02 44A10 PDF BibTeX XML Cite \textit{L. Chang} et al., Commun. Stat., Theory Methods 44, No. 4, 657--670 (2015; Zbl 1337.60149) Full Text: DOI OpenURL
Atkinson, Michael P.; Singham, Dashi I. Multidimensional hitting time results for Brownian bridges with moving hyperplanar boundaries. (English) Zbl 1328.60187 Stat. Probab. Lett. 100, 85-92 (2015). MSC: 60J65 PDF BibTeX XML Cite \textit{M. P. Atkinson} and \textit{D. I. Singham}, Stat. Probab. Lett. 100, 85--92 (2015; Zbl 1328.60187) Full Text: DOI OpenURL
Song, Shiyu; Wang, Suxin; Wang, Yongjin First hitting times for doubly skewed Ornstein-Uhlenbeck processes. (English) Zbl 1321.60157 Stat. Probab. Lett. 96, 212-222 (2015). MSC: 60J60 PDF BibTeX XML Cite \textit{S. Song} et al., Stat. Probab. Lett. 96, 212--222 (2015; Zbl 1321.60157) Full Text: DOI OpenURL
Isozaki, Yasuki First hitting time of the integer lattice by symmetric stable processes. (English) Zbl 1328.60121 Stat. Probab. Lett. 98, 50-53 (2015). MSC: 60G52 60G51 60J45 PDF BibTeX XML Cite \textit{Y. Isozaki}, Stat. Probab. Lett. 98, 50--53 (2015; Zbl 1328.60121) Full Text: DOI OpenURL
Wang, Suxin; Song, Shiyu; Wang, Yongjin Skew Ornstein-Uhlenbeck processes and their financial applications. (English) Zbl 1304.60046 J. Comput. Appl. Math. 273, 363-382 (2015). Reviewer: George Stoica (Saint John) MSC: 60G15 91G40 PDF BibTeX XML Cite \textit{S. Wang} et al., J. Comput. Appl. Math. 273, 363--382 (2015; Zbl 1304.60046) Full Text: DOI OpenURL
Gapeev, Pavel V.; Rodosthenous, Neofytos On the pricing of perpetual American compound options. (English) Zbl 1418.91513 Kabanov, Yuri (ed.) et al., Inspired by finance. The Musiela Festschrift. Cham: Springer. 283-304 (2014). MSC: 91G20 60G40 PDF BibTeX XML Cite \textit{P. V. Gapeev} and \textit{N. Rodosthenous}, in: Inspired by finance. The Musiela Festschrift. Cham: Springer. 283--304 (2014; Zbl 1418.91513) Full Text: DOI OpenURL
Rodrigues, Josemar; Cordeiro, Gauss M.; Bazan, Jorge An extended exponentiated-G-negative binomial family with threshold effect. (English) Zbl 1352.62150 J. Appl. Stat. 41, No. 9, 2056-2074 (2014). MSC: 62N01 62P10 PDF BibTeX XML Cite \textit{J. Rodrigues} et al., J. Appl. Stat. 41, No. 9, 2056--2074 (2014; Zbl 1352.62150) Full Text: DOI OpenURL
Wang, Weigang; Ming, Ruixing; Gan, Jianjun The limit theory of the Galton-Watson branching process in random environments. (Chinese. English summary) Zbl 1324.60084 Acta Math. Sin., Chin. Ser. 57, No. 5, 923-930 (2014). MSC: 60K37 60J80 PDF BibTeX XML Cite \textit{W. Wang} et al., Acta Math. Sin., Chin. Ser. 57, No. 5, 923--930 (2014; Zbl 1324.60084) OpenURL
Nakajima, Tadashi; Sato, Sadao An approach to the pseudoprocess driven by the equation \(\frac{\partial}{\partial t}=-A\frac{\partial^3}{\partial x^3}\) by a random walk. (English) Zbl 1310.60032 Kyoto J. Math. 54, No. 3, 507-528 (2014). MSC: 60G20 35K35 PDF BibTeX XML Cite \textit{T. Nakajima} and \textit{S. Sato}, Kyoto J. Math. 54, No. 3, 507--528 (2014; Zbl 1310.60032) Full Text: DOI Euclid OpenURL
Choi, Sangbum; Huang, Xuelin; Cormier, Janice N.; Doksum, Kjell A. A semiparametric inverse-Gaussian model and inference for survival data with a cured proportion. (English. French summary) Zbl 1306.62213 Can. J. Stat. 42, No. 4, 635-649 (2014). MSC: 62N05 62G08 62P10 PDF BibTeX XML Cite \textit{S. Choi} et al., Can. J. Stat. 42, No. 4, 635--649 (2014; Zbl 1306.62213) Full Text: DOI OpenURL
Abundo, Mario One-dimensional reflected diffusions with two boundaries and an inverse first-hitting problem. (English) Zbl 1305.60071 Stochastic Anal. Appl. 32, No. 6, 975-991 (2014). MSC: 60J60 60H05 60H10 PDF BibTeX XML Cite \textit{M. Abundo}, Stochastic Anal. Appl. 32, No. 6, 975--991 (2014; Zbl 1305.60071) Full Text: DOI arXiv OpenURL
Wang, Hua Ming On total progeny of multitype Galton-Watson process and the first passage time of random walk on lattice. (English) Zbl 1337.60218 Acta Math. Sin., Engl. Ser. 30, No. 12, 2161-2172 (2014). Reviewer: Mátyás Barczy (Debrecen) MSC: 60J80 60G50 60J10 PDF BibTeX XML Cite \textit{H. M. Wang}, Acta Math. Sin., Engl. Ser. 30, No. 12, 2161--2172 (2014; Zbl 1337.60218) Full Text: DOI arXiv OpenURL
Jaimungal, S.; Kreinin, A.; Valov, A. The generalized Shiryaev problem and Skorokhod embedding. (English. Russian original) Zbl 1328.60105 Theory Probab. Appl. 58, No. 3, 493-502 (2014); translation from Teor. Veroyatn. Primen. 58, No. 3, 614-623 (2013). MSC: 60G40 60J65 PDF BibTeX XML Cite \textit{S. Jaimungal} et al., Theory Probab. Appl. 58, No. 3, 493--502 (2014; Zbl 1328.60105); translation from Teor. Veroyatn. Primen. 58, No. 3, 614--623 (2013) Full Text: DOI arXiv OpenURL
Nilsson, Martin Hitting time in Erlang loss systems with moving boundaries. (English) Zbl 1312.60113 Queueing Syst. 78, No. 3, 225-254 (2014). MSC: 60K25 90B22 60J80 PDF BibTeX XML Cite \textit{M. Nilsson}, Queueing Syst. 78, No. 3, 225--254 (2014; Zbl 1312.60113) Full Text: DOI OpenURL
Rodrigues, Josemar; Cordeiro, Gauss M.; De Castro, Mário Modeling lifetimes by a stochastic process hitting a critical point. (English) Zbl 1462.62601 Commun. Stat., Theory Methods 43, No. 10-12, 2570-2580 (2014). MSC: 62N02 PDF BibTeX XML Cite \textit{J. Rodrigues} et al., Commun. Stat., Theory Methods 43, No. 10--12, 2570--2580 (2014; Zbl 1462.62601) Full Text: DOI OpenURL
Veestraeten, Dirk On transition and first hitting time densities and moments of the Ornstein-Uhlenbeck process. (English) Zbl 1319.60136 Stoch. Models 30, No. 2, 143-161 (2014). Reviewer: Alexander Yu. Veretennikov (Leeds) MSC: 60H10 60J60 60J65 35Q84 35K20 35C10 PDF BibTeX XML Cite \textit{D. Veestraeten}, Stoch. Models 30, No. 2, 143--161 (2014; Zbl 1319.60136) Full Text: DOI OpenURL
Shemehsavar, Soudabeh A bivariate gamma model for a latent degradation process. (English) Zbl 1292.60088 Commun. Stat., Theory Methods 43, No. 9, 1924-1938 (2014). MSC: 60K10 62M09 PDF BibTeX XML Cite \textit{S. Shemehsavar}, Commun. Stat., Theory Methods 43, No. 9, 1924--1938 (2014; Zbl 1292.60088) Full Text: DOI OpenURL
Sacerdote, Laura; Telve, Ottavia; Zucca, Cristina Joint densities of first hitting times of a diffusion process through two time-dependent boundaries. (English) Zbl 1304.60086 Adv. Appl. Probab. 46, No. 1, 186-202 (2014). Reviewer: Vivek S. Borkar (Mumbai) MSC: 60J60 60J25 60G40 65R20 PDF BibTeX XML Cite \textit{L. Sacerdote} et al., Adv. Appl. Probab. 46, No. 1, 186--202 (2014; Zbl 1304.60086) Full Text: DOI arXiv Euclid OpenURL
Lü, Yuhua; Xu, Run The ruin probability and minimum excursion for Brownian motion with drift. (Chinese. English summary) Zbl 1313.62165 Math. Pract. Theory 43, No. 19, 278-280 (2013). MSC: 62P20 60J65 PDF BibTeX XML Cite \textit{Y. Lü} and \textit{R. Xu}, Math. Pract. Theory 43, No. 19, 278--280 (2013; Zbl 1313.62165) OpenURL