Stochastic transforms for jump diffusion processes combined with related backward stochastic differential equations (Q2512667)
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scientific article; zbMATH DE number 6393349
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| English | Stochastic transforms for jump diffusion processes combined with related backward stochastic differential equations |
scientific article; zbMATH DE number 6393349 |
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Stochastic transforms for jump diffusion processes combined with related backward stochastic differential equations (English)
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30 January 2015
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jump diffusion processes
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backward stochastic differential equations
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stochastic Laplace transform
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stochastic Fourier transform
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stochastic wavelet transform
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Girsanov theorem
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Itō-Lévy process
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0.7217592000961304
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0.7157649993896484
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