English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

We consider the first-crossing-time problem through a constant boundary for aWiener process perturbed by random jumps driven by a counting process. On thebase of a sample-path analysis of the jump-diffusion process we obtain explicitlower bounds for the first-crossing-time density and for thefirst-crossing-time distribution function. In the case of the distributionfunction, the bound is improved by use of processes comparison based on theusual stochastic order. The special case of constant jumps driven by a Poissonprocess is thoroughly discussed.

On certain bounds for first-crossing-time probabilities of a jump-diffusion process