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Two-sided boundary problem for Kou's process
Author(s) -
Ievgen Karnaukh
Publication year - 2013
Publication title -
researches in mathematics
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2664-5009
pISSN - 2664-4991
DOI - 10.15421/241313
Subject(s) - process (computing) , boundary (topology) , computer science , calculus (dental) , mathematics , programming language , mathematical analysis , medicine , orthodontics
In this paper the distributions of two-sided boundary functionals for double exponential jump diffusion processes are treated.

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