Distribution of functionals of special diffusions with jumps
From MaRDI portal
Recommendations
- Distributions of functionals of diffusions with jumps
- scientific article; zbMATH DE number 5029465
- Distributions of functionals of diffusions with jumps, stopped at random times
- Distributions of functionals of switching diffusions with jumps
- Distributions of functionals of bridges of diffusions with jumps
- Distributions of functionals of diffusions with jumps stopped at the location of the maximum or minimum
- scientific article; zbMATH DE number 6423690
- Stationary distribution of mean-field stochastic functional differential equations with jumps
- Distributions of functionals of diffusions with nonstandard switching
- Density functions of doubly-perturbed stochastic differential equations with jumps
Cites work
- scientific article; zbMATH DE number 1817636 (Why is no real title available?)
- scientific article; zbMATH DE number 3447884 (Why is no real title available?)
- scientific article; zbMATH DE number 3093698 (Why is no real title available?)
- On Distributions of Certain Wiener Functionals
- On the distribution of functionals of Brownian motion stopped at the moment inverse the local time
Cited in
(8)- The rate function for some measure-valued jump processes
- Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications
- Transformations of diffusions with jumps
- On the first exit time from an interval for diffusions with jumps
- Distributions of functionals of diffusions with jumps
- Distributions of functionals of bridges of diffusions with jumps
- Stationary distribution of mean-field stochastic functional differential equations with jumps
- scientific article; zbMATH DE number 5029465 (Why is no real title available?)
This page was built for publication: Distribution of functionals of special diffusions with jumps
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q292312)