Geodesic
Distributions of functionals of diffusions with jumps stopped at random moments
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 20, Tome 420 (2013), pp. 5-22

Voir la notice de l'article provenant de la source Math-Net.Ru

The paper deals with the methods of computations 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. 
@article{ZNSL_2013_420_a0,
     author = {A. N. Borodin},
     title = {Distributions of functionals of diffusions with jumps stopped at random moments},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {5--22},
     publisher = {mathdoc},
     volume = {420},
     year = {2013},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2013_420_a0/}
}
TY  - JOUR
AU  - A. N. Borodin
TI  - Distributions of functionals of diffusions with jumps stopped at random moments
JO  - Zapiski Nauchnykh Seminarov POMI
PY  - 2013
SP  - 5
EP  - 22
VL  - 420
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/ZNSL_2013_420_a0/
LA  - ru
ID  - ZNSL_2013_420_a0
ER  - 
%0 Journal Article
%A A. N. Borodin
%T Distributions of functionals of diffusions with jumps stopped at random moments
%J Zapiski Nauchnykh Seminarov POMI
%D 2013
%P 5-22
%V 420
%I mathdoc
%U http://geodesic.mathdoc.fr/item/ZNSL_2013_420_a0/
%G ru
%F ZNSL_2013_420_a0
A. N. Borodin. Distributions of functionals of diffusions with jumps stopped at random moments. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 20, Tome 420 (2013), pp. 5-22. http://geodesic.mathdoc.fr/item/ZNSL_2013_420_a0/