Invariant measure for diffusions with jumps (Q1292208)

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Invariant measure for diffusions with jumps
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    title
    Invariant measure for diffusions with jumps (English)
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    DOI
    10.1007/s002459900118
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    publication date
    5 December 1999
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    Mathematics Subject Classification ID
    35J25
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    60J60
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    60J75
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    45K05
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    46N20
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    93D05
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    93E20
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    zbMATH DE Number
    1305644
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    zbMATH Keywords
    jump diffusion
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    interior Dirichlet problem
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    exterior Dirichlet problem
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    ergodic optimal control
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    Green function
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    Girsanov transformation
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    Doeblin condition
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    author
    José Luis Menaldi
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    Maurice Robin
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