Stochastic transforms for jump diffusion processes combined with related backward stochastic differential equations (Q2512667): Difference between revisions

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Latest revision as of 15:27, 9 July 2024

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Stochastic transforms for jump diffusion processes combined with related backward stochastic differential equations
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    Stochastic transforms for jump diffusion processes combined with related backward stochastic differential equations (English)
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    30 January 2015
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    jump diffusion processes
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    backward stochastic differential equations
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    stochastic Laplace transform
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    stochastic Fourier transform
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    stochastic wavelet transform
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    Girsanov theorem
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    Itō-Lévy process
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