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Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps.
Jiayi Xie
Zhenyu Cui
Zhimin Zhang
Published in:
Appl. Math. Comput. (2022)
Keyphrases
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diffusion model
markov chain
diffusion models
information diffusion
anisotropic diffusion
diffusion tensor
influence maximization
steady state
diffusion process
laplace transform
image processing
image analysis