Transformations of diffusions with jumps

DOI10.1007/s10958-008-9101-8zbMath1288.60101OpenAlexW2094440838MaRDI QIDQ2451252

A. N. Borodin

Publication date: 3 June 2014

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-008-9101-8

Mathematics Subject Classification ID

Related Items (1)

Analysis of reflected diffusions via an exponential time-based transformation

Cites Work

• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• On Distributions of Certain Wiener Functionals
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