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"Space-grid approximations of hybrid stochastic differential equations and ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Hansjörg Albrecher, Oscar Peralta (2026)

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DOI: 10.1017/JPR.2025.10050

access: open

type: Journal Article

metadata version: 2026-07-18

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  dblp key:
  - journals/jap/AlbrecherP26
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  - https://dblp.org/rec/journals/jap/AlbrecherP26
Hansjörg Albrecher, Oscar Peralta:
Space-grid approximations of hybrid stochastic differential equations and first-passage properties. J. Appl. Probab. 63(2): 623-647 (2026)

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