{"id":"https://openalex.org/W7215969245","doi":"https://doi.org/10.3390/axioms15100734","title":"First-Passage Time Problems for Jump-Diffusion Processes with Positive and Negative Jumps","display_name":"First-Passage Time Problems for Jump-Diffusion Processes with Positive and Negative Jumps","publication_year":2026,"publication_date":"2026-10-01","ids":{"openalex":"https://openalex.org/W7215969245","doi":"https://doi.org/10.3390/axioms15100734"},"language":"en","primary_location":{"id":"doi:10.3390/axioms15100734","doi":"https://doi.org/10.3390/axioms15100734","is_oa":true,"landing_page_url":"https://doi.org/10.3390/axioms15100734","pdf_url":null,"source":{"id":"https://openalex.org/S4210173132","display_name":"Axioms","issn_l":"2075-1680","issn":["2075-1680"],"is_oa":true,"is_in_doaj":true,"is_core":true,"listed_in":["anvur-scientific","cwts-core","doaj","poland-20","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Axioms","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://doi.org/10.3390/axioms15100734","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5078957744","display_name":"Mario Lefebvre","orcid":"https://orcid.org/0000-0002-9451-543X","observed_orcids":["https://orcid.org/0000-0002-9451-543X"]},"institutions":[{"id":"https://openalex.org/I45683168","display_name":"Polytechnique Montr\u00e9al","ror":"https://ror.org/05f8d4e86","country_code":"CA","type":"education","lineage":["https://openalex.org/I45683168"]}],"countries":["CA"],"is_corresponding":true,"raw_author_name":"Mario Lefebvre","raw_affiliation_strings":["Department of Mathematics and Industrial Engineering, Polytechnique Montr\u00e9al, Succursale Centre-Ville, P.O. Box 6079, Montr\u00e9al, QC H3C 3A7, Canada"],"raw_orcid":"https://orcid.org/0000-0002-9451-543X","affiliations":[{"raw_affiliation_string":"Department of Mathematics and Industrial Engineering, Polytechnique Montr\u00e9al, Succursale Centre-Ville, P.O. Box 6079, Montr\u00e9al, QC H3C 3A7, Canada","institution_ids":["https://openalex.org/I45683168"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5155687158","display_name":"Antoine Habib","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I45683168","display_name":"Polytechnique Montr\u00e9al","ror":"https://ror.org/05f8d4e86","country_code":"CA","type":"education","lineage":["https://openalex.org/I45683168"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"Antoine Habib","raw_affiliation_strings":["Department of Mathematics and Industrial Engineering, Polytechnique Montr\u00e9al, Succursale Centre-Ville, P.O. Box 6079, Montr\u00e9al, QC H3C 3A7, Canada"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Industrial Engineering, Polytechnique Montr\u00e9al, Succursale Centre-Ville, P.O. Box 6079, Montr\u00e9al, QC H3C 3A7, Canada","institution_ids":["https://openalex.org/I45683168"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5078957744"],"corresponding_institution_ids":["https://openalex.org/I45683168"],"apc_list":{"value":2400,"currency":"CHF","value_usd":2896},"apc_paid":{"value":2400,"currency":"CHF","value_usd":2896},"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.6959638,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"15","issue":"10","first_page":"734","last_page":"734"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.6518999934196472,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.6518999934196472,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.21699999272823334,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13500","display_name":"Probability and Statistical Research","score":0.0892999991774559,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/first-passage-time","display_name":"first passage time","score":0.9700000286102295},{"id":"https://openalex.org/keywords/jump-diffusion-processes","display_name":"jump-diffusion processes","score":0.9890000224113464},{"id":"https://openalex.org/keywords/moment-generating-function","display_name":"moment generating function","score":0.9269999861717224},{"id":"https://openalex.org/keywords/integro-differential-equations","display_name":"integro-differential equations","score":0.9900000095367432},{"id":"https://openalex.org/keywords/boundary-crossing","display_name":"boundary crossing","score":0.5099999904632568}],"concepts":[{"id":"https://openalex.org/C2778067643","wikidata":"https://www.wikidata.org/wiki/Q166507","display_name":"Interval (graph theory)","level":2,"score":0.6991999745368958},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6955999732017517},{"id":"https://openalex.org/C151376022","wikidata":"https://www.wikidata.org/wiki/Q168698","display_name":"Exponential function","level":2,"score":0.5687999725341797},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5468999743461609},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.5375000238418579},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.459199994802475},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.4471000134944916},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.4383000135421753},{"id":"https://openalex.org/C51544822","wikidata":"https://www.wikidata.org/wiki/Q465274","display_name":"Ordinary differential equation","level":3,"score":0.43709999322891235},{"id":"https://openalex.org/C2780695682","wikidata":"https://www.wikidata.org/wiki/Q4005959","display_name":"Jump","level":2,"score":0.36329999566078186},{"id":"https://openalex.org/C93779851","wikidata":"https://www.wikidata.org/wiki/Q271977","display_name":"Partial differential equation","level":2,"score":0.3467999994754791},{"id":"https://openalex.org/C155237215","wikidata":"https://www.wikidata.org/wiki/Q7894123","display_name":"Universal differential equation","level":5,"score":0.33410000801086426},{"id":"https://openalex.org/C93226319","wikidata":"https://www.wikidata.org/wiki/Q193137","display_name":"Differential (mechanical device)","level":2,"score":0.29269999265670776},{"id":"https://openalex.org/C147504518","wikidata":"https://www.wikidata.org/wiki/Q2146125","display_name":"Delay differential equation","level":3,"score":0.28999999165534973},{"id":"https://openalex.org/C2777686260","wikidata":"https://www.wikidata.org/wiki/Q144037","display_name":"Calculus (dental)","level":2,"score":0.27970001101493835},{"id":"https://openalex.org/C2779844894","wikidata":"https://www.wikidata.org/wiki/Q5421516","display_name":"Exponential dichotomy","level":3,"score":0.265500009059906},{"id":"https://openalex.org/C185184677","wikidata":"https://www.wikidata.org/wiki/Q1366795","display_name":"Exact differential equation","level":4,"score":0.2635999917984009},{"id":"https://openalex.org/C18762648","wikidata":"https://www.wikidata.org/wiki/Q42213","display_name":"Work (physics)","level":2,"score":0.2621999979019165},{"id":"https://openalex.org/C26955809","wikidata":"https://www.wikidata.org/wiki/Q10167591","display_name":"Initial value problem","level":2,"score":0.2558000087738037}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.3390/axioms15100734","doi":"https://doi.org/10.3390/axioms15100734","is_oa":true,"landing_page_url":"https://doi.org/10.3390/axioms15100734","pdf_url":null,"source":{"id":"https://openalex.org/S4210173132","display_name":"Axioms","issn_l":"2075-1680","issn":["2075-1680"],"is_oa":true,"is_in_doaj":true,"is_core":true,"listed_in":["anvur-scientific","cwts-core","doaj","poland-20","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Axioms","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:a70b047666e644928e70e550eda22364","doi":null,"is_oa":false,"landing_page_url":"https://doaj.org/article/a70b047666e644928e70e550eda22364","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Axioms, Vol 15, Iss 10, p 734 (2026)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.3390/axioms15100734","doi":"https://doi.org/10.3390/axioms15100734","is_oa":true,"landing_page_url":"https://doi.org/10.3390/axioms15100734","pdf_url":null,"source":{"id":"https://openalex.org/S4210173132","display_name":"Axioms","issn_l":"2075-1680","issn":["2075-1680"],"is_oa":true,"is_in_doaj":true,"is_core":true,"listed_in":["anvur-scientific","cwts-core","doaj","poland-20","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Axioms","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[{"id":"https://openalex.org/G4569986962","display_name":"Commande optimale stochastique avec applications en \u00e9pid\u00e9miologie et en fiabilit\u00e9","funder_award_id":"rgpin-2021-03795","funder_id":"https://openalex.org/F4320334593","funder_display_name":"Natural Sciences and Engineering Research Council of Canada"}],"funders":[{"id":"https://openalex.org/F4320334593","display_name":"Natural Sciences and Engineering Research Council of Canada","ror":"https://ror.org/01h531d29"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":16,"referenced_works":["https://openalex.org/W980324465","https://openalex.org/W1971286834","https://openalex.org/W1980260488","https://openalex.org/W1998637290","https://openalex.org/W2062873187","https://openalex.org/W2067086400","https://openalex.org/W2107815566","https://openalex.org/W2110269823","https://openalex.org/W2111774291","https://openalex.org/W2151065060","https://openalex.org/W2161600192","https://openalex.org/W3014272419","https://openalex.org/W3133611055","https://openalex.org/W3173033224","https://openalex.org/W4410445366","https://openalex.org/W4415847871"],"related_works":["https://openalex.org/W4410445366","https://openalex.org/W4400006575","https://openalex.org/W4388081619","https://openalex.org/W4410099661","https://openalex.org/W7117307138","https://openalex.org/W4308363131","https://openalex.org/W2626615811","https://openalex.org/W3040280777","https://openalex.org/W2082471566","https://openalex.org/W2972078331"],"abstract_inverted_index":{"Let":[0],"\u03c4(x)":[1,24],"be":[2],"the":[3,16,31,50,69],"first":[4],"time":[5],"that":[6],"a":[7],"jump-diffusion":[8],"process":[9],"with":[10],"positive":[11],"and":[12,65],"negative":[13],"jumps":[14],"leaves":[15],"interval":[17],"(a,b).":[18],"The":[19],"moment-generating":[20],"function":[21],"M(x)":[22,64],"of":[23,33],"satisfies":[25],"an":[26,41],"integro-differential":[27],"equation":[28,44],"(IDE).":[29],"In":[30],"case":[32],"exponential":[34],"jumps,":[35],"we":[36],"transform":[37],"this":[38],"IDE":[39,51],"into":[40],"ordinary":[42],"differential":[43],"(ODE).":[45],"This":[46],"is":[47],"similar":[48],"to":[49,57],"satisfied":[52],"by":[53,67],"m(x):=E[\u03c4(x)].":[54],"Explicit":[55],"solutions":[56],"particular":[58],"problems":[59],"are":[60],"obtained":[61],"for":[62],"both":[63],"m(x)":[66],"solving":[68],"appropriate":[70],"ODEs.":[71]},"counts_by_year":[],"updated_date":"2026-10-29T09:56:32.521200","created_date":"2026-10-03T00:00:00"}
