Explicit solution processes for nonlinear jump-diffusion equations (Q3060130)
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scientific article; zbMATH DE number 5822186
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| English | Explicit solution processes for nonlinear jump-diffusion equations |
scientific article; zbMATH DE number 5822186 |
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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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0.7851104736328125
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0.7786714434623718
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0.7732356786727905
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0.7732356786727905
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