Invariant measure for diffusions with jumps (Q1292208)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Invariant measure for diffusions with jumps |
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Invariant measure for diffusions with jumps (English)
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5 December 1999
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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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