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

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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

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,

Electrical engineering,

Fundamentals of electrical engineering,

Mechanical engineering,

Fundamentals of mechanical engineering,

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.

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