An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model.

Yu-Ting Chen Cheng-Few Lee Yuan-Chung Sheu

Published in: Finance Stochastics (2007)

Keyphrases

diffusion model
anisotropic diffusion
diffusion models
ordinary differential equations
information diffusion
diffusion process
markov chain
objective function
influence maximization
diffusion tensor
laplace transform
computer vision
high quality
multiresolution
image compression
differential equations