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person:"Dorobantu, Diana"
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Search: subject_exact:"Brownian motion"
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Dorobantu, Diana
Phillips, Peter C.B.
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The density of the ruin time for a renewal-reward process perturbed by a diffusion
Blanchet-Scalliet, Christophette
;
Dorobantu, Diana
; …
-
HAL
-
2013
Let $X$ be a mixed process, sum of a brownian motion and a renewal-reward process, and $\tau_{x}$ be the first passage time of a fixed level $x
Persistent link: https://www.econbiz.de/10010899280
Saved in:
2
The density of the ruin time for a renewal-reward process perturbed by a diffusion
Blanchet-Scalliet, Christophette
;
Dorobantu, Diana
; …
-
HAL
-
2011
Let $X$ be a mixed process, sum of a brownian motion and a renewal-reward process, and $\tau_{x}$ be the first passage time of a fixed level $x
Persistent link: https://www.econbiz.de/10009322688
Saved in:
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