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 report some additional examples of explicit solutions to an inversefirst-passage place problem for one-dimensional diffusions with jumps,introduced in a previous paper. If $X(t)$ is a one-dimensional diffusion withjumps, starting from a random position $\eta \in [a,b],$ let be $\tau_{a,b}$the time at which $X(t)$ first exits the interval $(a,b),$ and $\pi _a =P(X(\tau_{a,b}) \le a)$ the probability of exit from the left of $(a,b).$ Givena probability $q \in (0,1),$ the problem consists in finding the density $g$ of$\eta$ (if it exists) such that $\pi _a = q;$ it can be seen as a problem ofoptimization.

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