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Some Explicit Results on First Exit Times for a Jump Diffusion Process Involving Semimartingale Local Time

Published Online: 2020-09-14

Published Print: 2021-12

Authors

Song, Shiyu https://orcid.org/0000-0001-9141-9525
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (11801407)
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Text and Data Mining valid from 2020-09-14

Version of Record valid from 2020-09-14
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Article History

Received: 3 May 2020

Revised: 28 August 2020

First Online: 14 September 2020

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