Convergence of solutions and their exit times in diffusion models with jumps (Q2263266)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of solutions and their exit times in diffusion models with jumps |
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Convergence of solutions and their exit times in diffusion models with jumps (English)
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18 March 2015
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stochastic differential equation
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exit time
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process convergence
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Yamada condition
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Poisson measure
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