Distributions of functionals of diffusions with jumps stopped at the location of the maximum or minimum View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

2011-07

AUTHORS

A. N. Borodin

ABSTRACT

The paper deals with methods of computation of distributions of integral functionals of diffusions with jumps at time moments at which the maximal and minimal values of diffusions are achieved. As an example, we obtain closed-form expressions for the Laplace transform of joint locations of the minimum and maximum of a process that equals the sum of a Brownian motion and the compound Poisson process. Bibliography: 7 titles. More... »

PAGES

146

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s10958-011-0407-6

DOI

http://dx.doi.org/10.1007/s10958-011-0407-6

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1033435573


Indexing Status Check whether this publication has been indexed by Scopus and Web Of Science using the SN Indexing Status Tool
Incoming Citations Browse incoming citations for this publication using opencitations.net

JSON-LD is the canonical representation for SciGraph data.

TIP: You can open this SciGraph record using an external JSON-LD service: JSON-LD Playground Google SDTT

[
  {
    "@context": "https://springernature.github.io/scigraph/jsonld/sgcontext.json", 
    "about": [
      {
        "id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/0102", 
        "inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/", 
        "name": "Applied Mathematics", 
        "type": "DefinedTerm"
      }, 
      {
        "id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/01", 
        "inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/", 
        "name": "Mathematical Sciences", 
        "type": "DefinedTerm"
      }
    ], 
    "author": [
      {
        "affiliation": {
          "alternateName": "Steklov Mathematical Institute", 
          "id": "https://www.grid.ac/institutes/grid.426543.2", 
          "name": [
            "St. Petersburg Department of the Steklov Mathematical Institute, St. Petersburg, Russia"
          ], 
          "type": "Organization"
        }, 
        "familyName": "Borodin", 
        "givenName": "A. N.", 
        "id": "sg:person.016033230057.72", 
        "sameAs": [
          "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.016033230057.72"
        ], 
        "type": "Person"
      }
    ], 
    "citation": [
      {
        "id": "https://doi.org/10.4213/tvp310", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1072376630"
        ], 
        "type": "CreativeWork"
      }
    ], 
    "datePublished": "2011-07", 
    "datePublishedReg": "2011-07-01", 
    "description": "The paper deals with methods of computation of distributions of integral functionals of diffusions with jumps at time moments at which the maximal and minimal values of diffusions are achieved. As an example, we obtain closed-form expressions for the Laplace transform of joint locations of the minimum and maximum of a process that equals the sum of a Brownian motion and the compound Poisson process. Bibliography: 7 titles.", 
    "genre": "non_research_article", 
    "id": "sg:pub.10.1007/s10958-011-0407-6", 
    "inLanguage": [
      "en"
    ], 
    "isAccessibleForFree": false, 
    "isPartOf": [
      {
        "id": "sg:journal.1136516", 
        "issn": [
          "1072-3374", 
          "1573-8795"
        ], 
        "name": "Journal of Mathematical Sciences", 
        "type": "Periodical"
      }, 
      {
        "issueNumber": "2", 
        "type": "PublicationIssue"
      }, 
      {
        "type": "PublicationVolume", 
        "volumeNumber": "176"
      }
    ], 
    "name": "Distributions of functionals of diffusions with jumps stopped at the location of the maximum or minimum", 
    "pagination": "146", 
    "productId": [
      {
        "name": "readcube_id", 
        "type": "PropertyValue", 
        "value": [
          "9f47919110bede32b2a541aa0e2d7ce58e334d5fb4166990bb0217b0b852023f"
        ]
      }, 
      {
        "name": "doi", 
        "type": "PropertyValue", 
        "value": [
          "10.1007/s10958-011-0407-6"
        ]
      }, 
      {
        "name": "dimensions_id", 
        "type": "PropertyValue", 
        "value": [
          "pub.1033435573"
        ]
      }
    ], 
    "sameAs": [
      "https://doi.org/10.1007/s10958-011-0407-6", 
      "https://app.dimensions.ai/details/publication/pub.1033435573"
    ], 
    "sdDataset": "articles", 
    "sdDatePublished": "2019-04-10T18:21", 
    "sdLicense": "https://scigraph.springernature.com/explorer/license/", 
    "sdPublisher": {
      "name": "Springer Nature - SN SciGraph project", 
      "type": "Organization"
    }, 
    "sdSource": "s3://com-uberresearch-data-dimensions-target-20181106-alternative/cleanup/v134/2549eaecd7973599484d7c17b260dba0a4ecb94b/merge/v9/a6c9fde33151104705d4d7ff012ea9563521a3ce/jats-lookup/v90/0000000001_0000000264/records_8675_00000514.jsonl", 
    "type": "ScholarlyArticle", 
    "url": "http://link.springer.com/10.1007%2Fs10958-011-0407-6"
  }
]
 

Download the RDF metadata as:  json-ld nt turtle xml License info

HOW TO GET THIS DATA PROGRAMMATICALLY:

JSON-LD is a popular format for linked data which is fully compatible with JSON.

curl -H 'Accept: application/ld+json' 'https://scigraph.springernature.com/pub.10.1007/s10958-011-0407-6'

N-Triples is a line-based linked data format ideal for batch operations.

curl -H 'Accept: application/n-triples' 'https://scigraph.springernature.com/pub.10.1007/s10958-011-0407-6'

Turtle is a human-readable linked data format.

curl -H 'Accept: text/turtle' 'https://scigraph.springernature.com/pub.10.1007/s10958-011-0407-6'

RDF/XML is a standard XML format for linked data.

curl -H 'Accept: application/rdf+xml' 'https://scigraph.springernature.com/pub.10.1007/s10958-011-0407-6'


 

This table displays all metadata directly associated to this object as RDF triples.

64 TRIPLES      21 PREDICATES      28 URIs      19 LITERALS      7 BLANK NODES

Subject Predicate Object
1 sg:pub.10.1007/s10958-011-0407-6 schema:about anzsrc-for:01
2 anzsrc-for:0102
3 schema:author N13f632717f0d42c1bbb69188cb003533
4 schema:citation https://doi.org/10.4213/tvp310
5 schema:datePublished 2011-07
6 schema:datePublishedReg 2011-07-01
7 schema:description The paper deals with methods of computation of distributions of integral functionals of diffusions with jumps at time moments at which the maximal and minimal values of diffusions are achieved. As an example, we obtain closed-form expressions for the Laplace transform of joint locations of the minimum and maximum of a process that equals the sum of a Brownian motion and the compound Poisson process. Bibliography: 7 titles.
8 schema:genre non_research_article
9 schema:inLanguage en
10 schema:isAccessibleForFree false
11 schema:isPartOf N848fc1d5160447e8a784b6594110f396
12 Nfaa890592dcf4d6d88029320416016c3
13 sg:journal.1136516
14 schema:name Distributions of functionals of diffusions with jumps stopped at the location of the maximum or minimum
15 schema:pagination 146
16 schema:productId N8311b481d7a1493fbaee2360076a9455
17 N8b0bb075cfe74d1e9597e77f0fcbb3e9
18 N93c3ae81e88f4cf5b07555b156586b07
19 schema:sameAs https://app.dimensions.ai/details/publication/pub.1033435573
20 https://doi.org/10.1007/s10958-011-0407-6
21 schema:sdDatePublished 2019-04-10T18:21
22 schema:sdLicense https://scigraph.springernature.com/explorer/license/
23 schema:sdPublisher Nd4fb3f7c34c1465f987b8fd3ec7cbbdd
24 schema:url http://link.springer.com/10.1007%2Fs10958-011-0407-6
25 sgo:license sg:explorer/license/
26 sgo:sdDataset articles
27 rdf:type schema:ScholarlyArticle
28 N13f632717f0d42c1bbb69188cb003533 rdf:first sg:person.016033230057.72
29 rdf:rest rdf:nil
30 N8311b481d7a1493fbaee2360076a9455 schema:name dimensions_id
31 schema:value pub.1033435573
32 rdf:type schema:PropertyValue
33 N848fc1d5160447e8a784b6594110f396 schema:volumeNumber 176
34 rdf:type schema:PublicationVolume
35 N8b0bb075cfe74d1e9597e77f0fcbb3e9 schema:name readcube_id
36 schema:value 9f47919110bede32b2a541aa0e2d7ce58e334d5fb4166990bb0217b0b852023f
37 rdf:type schema:PropertyValue
38 N93c3ae81e88f4cf5b07555b156586b07 schema:name doi
39 schema:value 10.1007/s10958-011-0407-6
40 rdf:type schema:PropertyValue
41 Nd4fb3f7c34c1465f987b8fd3ec7cbbdd schema:name Springer Nature - SN SciGraph project
42 rdf:type schema:Organization
43 Nfaa890592dcf4d6d88029320416016c3 schema:issueNumber 2
44 rdf:type schema:PublicationIssue
45 anzsrc-for:01 schema:inDefinedTermSet anzsrc-for:
46 schema:name Mathematical Sciences
47 rdf:type schema:DefinedTerm
48 anzsrc-for:0102 schema:inDefinedTermSet anzsrc-for:
49 schema:name Applied Mathematics
50 rdf:type schema:DefinedTerm
51 sg:journal.1136516 schema:issn 1072-3374
52 1573-8795
53 schema:name Journal of Mathematical Sciences
54 rdf:type schema:Periodical
55 sg:person.016033230057.72 schema:affiliation https://www.grid.ac/institutes/grid.426543.2
56 schema:familyName Borodin
57 schema:givenName A. N.
58 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.016033230057.72
59 rdf:type schema:Person
60 https://doi.org/10.4213/tvp310 schema:sameAs https://app.dimensions.ai/details/publication/pub.1072376630
61 rdf:type schema:CreativeWork
62 https://www.grid.ac/institutes/grid.426543.2 schema:alternateName Steklov Mathematical Institute
63 schema:name St. Petersburg Department of the Steklov Mathematical Institute, St. Petersburg, Russia
64 rdf:type schema:Organization
 




Preview window. Press ESC to close (or click here)


...