Invariant measure for diffusions with jumps (Q1292208): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2015311965 / rank | |||
Normal rank | |||
Latest revision as of 20:10, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Invariant measure for diffusions with jumps |
scientific article |
Statements
Invariant measure for diffusions with jumps (English)
0 references
5 December 1999
0 references
jump diffusion
0 references
interior Dirichlet problem
0 references
exterior Dirichlet problem
0 references
ergodic optimal control
0 references
Green function
0 references
Girsanov transformation
0 references
Doeblin condition
0 references
