Distributions of functionals of diffusions with jumps View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

2007-08

AUTHORS

A. N. Borodin

ABSTRACT

The paper deals with a generalization of diffusion with jumps. One of the main points is that values of jumps depend on positions of the diffusion before the jump. The next generalization concerns moments of jumps. These moments occur in accordance with the compound Poisson process or with jumping moments constructed by inverse integral functionals of the diffusion. Bibliography: 8 titles. More... »

PAGES

4843-4855

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s10958-007-0318-8

DOI

http://dx.doi.org/10.1007/s10958-007-0318-8

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1053119897


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