Invariant measure for diffusions with jumps
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Doeblin conditionergodic optimal controlexterior Dirichlet problemGirsanov transformationGreen functioninterior Dirichlet problemjump diffusion
Boundary value problems for second-order elliptic equations (35J25) Integro-partial differential equations (45K05) Applications of functional analysis to differential and integral equations (46N20) Diffusion processes (60J60) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Optimal stochastic control (93E20)
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- Ergodic behavior of diffusions with random jumps from the boundary
- On the functional estimation of jump-diffusion models.
- Invariant probability distributions for measure-valued diffusions.
- Reweighted Nadaraya-Watson estimation of jump-diffusion models
- Recurrence and ergodicity for A class of regime-switching jump diffusions
- Invariant probability measures for path-dependent random diffusions
- scientific article; zbMATH DE number 5846382 (Why is no real title available?)
- Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency
- Stability of nonlinear regime-switching jump diffusion
- Local M-estimation for jump-diffusion processes
- scientific article; zbMATH DE number 1931629 (Why is no real title available?)
- Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models
- A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift
- Asymptotics of the Invariant Measure in Mean Field Models with Jumps
- Singular ergodic control for multidimensional Gaussian–Poisson processes
- Bias reduction estimation for drift coefficient in diffusion models with jumps
- An asymptotic theory for jump diffusion models
- Strong convergence rate of principle of averaging for jump-diffusion processes
- Invariant measures and limit behavior for semi-linear neutral stochastic integro-differential evolution equations with infinite delay
- Statistical specification of jumps under semiparametric semimartingale models
- Green and Poisson functions with Wentzell boundary conditions
- Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
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