Applied Mathematics

Vol.4 No.8(2013), Paper ID 35326, 12 pages

DOI:10.4236/am.2013.48153

 

Two-Sided First Exit Problem for Jump Diffusion Distribution Processes Having Jumps with a Mixture of Erlang

 

Yuzhen Wen, Chuancun Yin

 

School of Mathematical Sciences, Qufu Normal University, Qufu, China
School of Mathematical Sciences, Qufu Normal University, Qufu, China

 

Copyright © 2013 Yuzhen Wen, Chuancun Yin et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Wen, Y. and Yin, C. (2013) Two-Sided First Exit Problem for Jump Diffusion Distribution Processes Having Jumps with a Mixture of Erlang. Applied Mathematics, 4, 1142-1153. doi: 10.4236/am.2013.48153.
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