Nakatsu, Tomonori On density functions related to discrete time maximum of some one-dimensional diffusion processes. (English) Zbl 1511.60116 Appl. Math. Comput. 441, Article ID 127672, 16 p. (2023). MSC: 60J60 60H07 60H10 62G32 65C30 91G60 PDFBibTeX XMLCite \textit{T. Nakatsu}, Appl. Math. Comput. 441, Article ID 127672, 16 p. (2023; Zbl 1511.60116) Full Text: DOI
Nakatsu, Tomonori An integration by parts type formula for stopping times and its application. (English) Zbl 1408.91224 Methodol. Comput. Appl. Probab. 19, No. 3, 751-773 (2017). MSC: 91G20 60G40 91G60 60H15 65D30 PDFBibTeX XMLCite \textit{T. Nakatsu}, Methodol. Comput. Appl. Probab. 19, No. 3, 751--773 (2017; Zbl 1408.91224) Full Text: DOI