Jump SDEs and the study of their densities. A self-study book
densitiesPoisson random measurescompound Poisson processesstochastic differential equations with jumpsstochastic calculussimple Poisson processesLévy processes
Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random measures (60G57) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Jump processes on discrete state spaces (60J74)
- Wasserstein distance on solutions to stochastic differential equations with jumps
- The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise
- Asymptotic expansion for the transition densities of stochastic differential equations driven by the gamma processes
This page was built for publication: Jump SDEs and the study of their densities. A self-study book
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2323710)