Explicit Solution Processes for Nonlinear Jump-Diffusion Equations (Q3060130)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit Solution Processes for Nonlinear Jump-Diffusion Equations |
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Explicit Solution Processes for Nonlinear Jump-Diffusion Equations (English)
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1 December 2010
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compound Poisson process
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linearization conditions
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stochastic integrating factor
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explicit solution process
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stochastic differential equation
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