first passage time moments of jump-diffusions with markovian switching首次通过时间的时刻jump-diffusions与马尔可夫链的切换.pdfVIP

Hindawi Publishing Corporation International Journal of Stochastic Analysis Volume 2011, Article ID 501360, 11 pages doi:10.1155/2011/501360 Research Article First Passage Time Moments of Jump-Diffusions with Markovian Switching Jun Peng and Zaiming Liu Department of Mathematical Sciences, Central South University, Changsha, Hunan, China Correspondence should be addressed to Jun Peng, pengjun0825@ Received 5 December 2010; Accepted 24 January 2011 Academic Editor: Enzo Orsingher Copyright q 2011 J. Peng and Z. Liu. This is an open ac