Captive jump processes for bounded random systems with discontinuous dynamics (Q6144132)

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scientific article; zbMATH DE number 7784292
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Captive jump processes for bounded random systems with discontinuous dynamics
scientific article; zbMATH DE number 7784292

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    Captive jump processes for bounded random systems with discontinuous dynamics (English)
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    5 January 2024
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    captive processes
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    jump-diffusion in continuous time
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    monitored path-dependence
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    bounded domains
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    dynamical systems
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    simulation of stochastic process
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