Transformations of diffusions with jumps View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

2008-08

AUTHORS

A. N. Borodin

ABSTRACT

The paper deals with some transformations of diffusions with jumps. We consider the class of diffusions with jumps that is closed with respect to composition with invertible, twice continuously differentiable functions. A special random time change gives us again a diffusion with jumps. A result on transformation of a measure is valid for this class of diffusions with jumps. Bibliographty: 6 titles. More... »

PAGES

840-852

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s10958-008-9101-8

DOI

http://dx.doi.org/10.1007/s10958-008-9101-8

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1045664006


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