Forward equations for reflected diffusions with jumps (Q1909386)
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scientific article; zbMATH DE number 854840
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Forward equations for reflected diffusions with jumps |
scientific article; zbMATH DE number 854840 |
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Forward equations for reflected diffusions with jumps (English)
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25 July 1996
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diffusions
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reflections
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semimartingales
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random jump measures
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stochastic intensity
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local time
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forward equations
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Palm probabilities
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0.8104578852653503
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0.7760718464851379
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0.7757424116134644
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0.7730762958526611
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