| Two-sided first exit problem for jump diffusion processes having jumps with rational Laplace transforms |
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WEN Yu-Zhen,YIN Chuan-Cun *
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School of Mathematical Sciences, Qufu Normal University, Qufu 273165
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| *Correspondence author |
| #Submitted by |
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| Funding:
The National Natural Science Foundation of China（No.Grant No. 11171179）, the Research Fund for the Doctoral Program of Higher Education of China（No.No. 20093705110002）, the Natural Science Foundation ofShandong Province （No.No. ZR2010AQ015） |
| Opened online:20 March 2013 |
| Accepted by:
none |
| Citation: WEN Yu-Zhen,YIN Chuan-Cun.Two-sided first exit problem for jump diffusion processes having jumps with rational Laplace transforms[OL]. [20 March 2013] http://en.paper.edu.cn/en_releasepaper/content/4529693 |
