{
  "abstract": "Let τ(x) be the first time that a jump-diffusion process with positive and negative jumps leaves the interval (a,b). The moment-generating function M(x) of τ(x) satisfies an integro-differential equation (IDE). In the case of exponential jumps, we transform this IDE into an ordinary differential equation (ODE). This is similar to the IDE satisfied by m(x):=E[τ(x)]. Explicit solutions to particular problems are obtained for both M(x) and m(x) by solving the appropriate ODEs.",
  "abstract_shown": true,
  "affiliations": [
    "Department of Mathematics and Industrial Engineering, Polytechnique Montréal, Succursale Centre-Ville, P.O. Box 6079, Montréal, QC H3C 3A7, Canada"
  ],
  "article_type": null,
  "arxiv": null,
  "author_total": 2,
  "authors": [
    {
      "affs": [
        0
      ],
      "name": "Mario Lefebvre",
      "orcid": "0000-0002-9451-543X"
    },
    {
      "affs": [
        0
      ],
      "name": "Antoine Habib"
    }
  ],
  "bibtex": "https://research.draconitic.com/paper/86pnh6gf5hxjv.bib",
  "cited_by": 0,
  "doi": "10.3390/axioms15100734",
  "fulltext_url": null,
  "id": "86pnh6gf5hxjv",
  "issns": [
    "2075-1680"
  ],
  "landing_url": "https://www.mdpi.com/2075-1680/15/10/734",
  "language": null,
  "licence": "CC-BY-4.0",
  "licence_label": "CC BY 4.0",
  "licence_source": "article",
  "licence_url": "https://creativecommons.org/licenses/by/4.0/",
  "metadata_licence": null,
  "native_subjects": [
    [
      "openalex",
      "2003|Stochastic processes and financial applications"
    ]
  ],
  "openalex": "W7215969245",
  "pdf_url": null,
  "pmcid": null,
  "pmid": null,
  "published": "2026-10-01",
  "publisher": "MDPI AG",
  "ris": "https://research.draconitic.com/paper/86pnh6gf5hxjv.ris",
  "sources": [
    {
      "first_seen": "2026-10-30T12:18:30Z",
      "native_id": "10.3390/axioms15100734",
      "source": "crossref",
      "url": "https://www.mdpi.com/2075-1680/15/10/734"
    }
  ],
  "subjects": [
    {
      "field": "mathematics",
      "origin": "journal-openalex:F26",
      "subfield": "general"
    }
  ],
  "title": "First-Passage Time Problems for Jump-Diffusion Processes with Positive and Negative Jumps",
  "title_text": "First-Passage Time Problems for Jump-Diffusion Processes with Positive and Negative Jumps",
  "type": "peer-reviewed",
  "updated_at": "2026-10-30T12:18:30Z",
  "url": "https://research.draconitic.com/paper/86pnh6gf5hxjv",
  "venue": "Axioms",
  "versions": []
}