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The value of í µí±(í µí±¦,í µí±,í µí¼) with respect to í µí¼ for different levels of í µí±¦ (upper) and í µí± (lower), for process í µí± with parameters í µí± = 0.05, í µí¼ = 0.4, í µí»½ = 0.1 and with jumps from hyperexponential distribution í µí»¾ 1 = 0.4, í µí»¾ 2 = 0.6, í µí¼ 1 = 3, í µí¼ 2 = 4. Parameters í µí± = 0.01, í µí± = 10, í µí»¼ = 100, í µí± = 100, í µí± = 1.1, í µí±¦ = 5. Source: own work.
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Context 1
... Figure 5 and Figure 6 depicted the dependence of the function í µí±(í µí±¦,í µí±,í µí¼) on í µí¼ . The straight line at the end of the í µí±(í µí±¦,í µí±,í µí¼) follows from the fact that by (18) the function í µí± is constant equal to í µí± ̃ (í µí±¦,í µí±) for í µí¼ ≥ í µí±¦. ...
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