Distributions of functionals of bridges of diffusions with jumps
From MaRDI portal
Publication:3445748
Recommendations
- Distributions of functionals of diffusions with jumps, stopped at random times
- On the first exit time from an interval for diffusions with jumps
- Distributions of functionals of diffusions with jumps stopped at the location of the maximum or minimum
- scientific article; zbMATH DE number 5029465
- Distribution of functionals of special diffusions with jumps
Cited in
(10)- Distribution of functionals of special diffusions with jumps
- scientific article; zbMATH DE number 5029465 (Why is no real title available?)
- Markovian bridges and reversible diffusion processes with jumps
- Distributions of the location of maximuma and minimuma for diffusions with jumps
- Distributions of functionals of diffusions with jumps, stopped at random times
- Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications
- Diffusion processes with identical bridges
- Distributions of functionals of diffusions with jumps stopped at the location of the maximum or minimum
- Joint distributions of the the infimum, supremum, and end of a Brownian motion with jumps
- Distribution of integral functionals of Gaussian diffusion bridges
This page was built for publication: Distributions of functionals of bridges of diffusions with jumps
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3445748)
