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 Aug20 comment Overflow and underflow of a probability value @Eupraxis1981, I am simulating a jump diffusion process, $P_i$ is the probability that the process (which is a pure diffusion between jumps) is above the barrier $\log(H)$ between jumps. Aug20 comment Overflow and underflow of a probability value @ClaudeLeibovici, I am using matlab Aug20 asked Overflow and underflow of a probability value Aug19 accepted solution of difference equation Jul20 asked Integrating with indicator functions Jul17 accepted How do I apply this maximum principle? Jul16 comment How do I apply this maximum principle? why is $-\max(\inf(-\phi),\inf(-f/b))\geq -\max(||\phi||_\infty,||f/b||_\infty)$? Jul14 comment How is conditional probability being used here? @Did, This is how it is in the article. I have put a link to the problem. Jul14 revised How is conditional probability being used here? added 114 characters in body Jul13 comment Solving system of two linear odes I don't seem to be able to get this solution to be in terms of $\lambda_{1,2}$ which is slightly different from $\alpha_{\pm}$. Can you help with that? Jul13 comment Solving system of two linear odes why is $y_\pm(0)=y_0$? Remember $y_1(0)=y_2(0)=y_0$ Jul12 awarded Benefactor Jul12 accepted Solving system of two linear odes Jul12 revised How do I apply this maximum principle? added 31 characters in body Jul11 revised How is conditional probability being used here? added 2 characters in body Jul11 asked How is conditional probability being used here? Jul10 comment How do I apply this maximum principle? $\Gamma$ is the boundary of box $D$ without the top @par, $Lu=f$ is the differential equation satisfied by $u$. Jul10 asked How do I apply this maximum principle? Jul8 revised Solving system of two linear odes edited title Jul8 asked Solving system of two linear odes