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Some examples of solutions to an inverse problem for the first-passage place of a jump-diffusion process Cover

Some examples of solutions to an inverse problem for the first-passage place of a jump-diffusion process

Control and Cybernetics
Volume 51 (2022): Issue 1 (March 2022)
By: Mario Abundo  
Open Access
|Aug 2022
Authors

Authors

Mario Abundo

abundo@mat.uniroma2.it

Dipartimento di Matematica, Università “Tor Vergata”, Rome, Italy
DOI: https://doi.org/10.2478/candc-2022-0003 | Journal eISSN: 2720-4278 | Journal ISSN: 0324-8569
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Language: English
Page range: 31 - 42
Submitted on: Nov 1, 2020
Accepted on: Feb 1, 2022
Published on: Aug 12, 2022
Published by: Systems Research Institute Polish Academy of Sciences
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year
Keywords:
jump-diffusion process,
first-passage place,
inverse first-passage place problem
Related subjects:
Computer sciences,
Computer sciences, other,
Engineering,
Electrical engineering,
Fundamentals of electrical engineering,
Mechanical engineering,
Fundamentals of mechanical engineering,
Mathematics,
General mathematics

© 2022 Mario Abundo, published by Systems Research Institute Polish Academy of Sciences
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Volume 51 (2022): Issue 1 (March 2022)
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