Transformations of diffusions with jumps

DOI10.1007/S10958-008-9101-8zbMATH Open1288.60101OpenAlexW2094440838MaRDI QIDQ2451252FDOQ2451252

Authors: 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

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Mathematics Subject Classification ID

Cites Work

• Title not available (Why is that?)
• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• Title not available (Why is that?)
• Distributions of functionals of diffusions with jumps
• On Distributions of Certain Wiener Functionals
• Title not available (Why is that?)

Cited In (4)

• Title not available (Why is that?)
• Analysis of reflected diffusions via an exponential time-based transformation
• On a transformation between distributions obeying the principle of a single big jump
• Equivalent and absolutely continuous measure changes for jump-diffusion processes

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