The first-passage time through a continuous barrier admits a canonical fourfold pathwise decomposition separating continuous contact, left-contact with jump, exact jump hit, and overshoot, together with explicit compensator criteria and boundary-value results for affine jump-diffusions.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
citation-role summary
background 1
citation-polarity summary
fields
math.PR 1years
2026 1verdicts
UNVERDICTED 1roles
background 1polarities
background 1representative citing papers
citing papers explorer
-
First Passage through a Continuous Barrier: Pathwise Decomposition, Random-Time Structure, and Compensators
The first-passage time through a continuous barrier admits a canonical fourfold pathwise decomposition separating continuous contact, left-contact with jump, exact jump hit, and overshoot, together with explicit compensator criteria and boundary-value results for affine jump-diffusions.