Recommendations
- scientific article; zbMATH DE number 868151
- Remarks on the transformation of Ito's formula for jump-diffusion processes
- Distributions of functionals of diffusions with jumps
- scientific article; zbMATH DE number 5029465
- On multidimensional diffusion processes with jumps
- Stochastic transforms for jump diffusion processes combined with related backward stochastic differential equations
- Measure preserving transformations of jump Lévy processes
- Reflected diffusion processes with jumps
- Distribution of functionals of special diffusions with jumps
- scientific article; zbMATH DE number 7640332
Cites work
- scientific article; zbMATH DE number 50113 (Why is no real title available?)
- scientific article; zbMATH DE number 818203 (Why is no real title available?)
- scientific article; zbMATH DE number 3069511 (Why is no real title available?)
- Distributions of functionals of diffusions with jumps
- On Distributions of Certain Wiener Functionals
- On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
Cited in
(4)- On a transformation between distributions obeying the principle of a single big jump
- scientific article; zbMATH DE number 841849 (Why is no real title available?)
- Analysis of reflected diffusions via an exponential time-based transformation
- Equivalent and absolutely continuous measure changes for jump-diffusion processes
This page was built for publication: Transformations of diffusions with jumps
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2451252)
