On the integro-differential equations of purely discontinuous Markoff processes.

DOI10.1090/S0002-9947-1940-0002697-3zbMATH Open66.0624.02WikidataQ29030839 ScholiaQ29030839MaRDI QIDQ2587569FDOQ2587569

Authors: William Feller 

Publication date: 1940

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Cites Work

• Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung
• Stochastic Processes Depending on a Continuous Parameter
• Zur Theorie der stochastischen Prozesse. (Existenz- und Eindeutigkeitssätze.)
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (2)

• Monte Carlo method for pricing lookback type options in Lévy models
• Ray-Knight compactification of birth and death processes

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