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First-Passage Problems for One-Dimensional Diffusions with Random Jumps from a Boundary |
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| Authors: | Mario Abundo |
| Institution: | 1. Dipartimento di Matematica , Università “Tor Vergata,” , Rome, Italy abundo@mat.uniroma2.it |
| Abstract: | |
| Keywords: | First-passage time One-dimensional diffusion Random jump |