Linearization of one-dimensional nonautonomous jump-diffusion stochastic differential equations

DOI10.2991/jnmp.2007.14.3.9zbMath1179.37074MaRDI QIDQ3607665

Gazanfer Ünal, Chaudry Masood Khalique, Ismail Iyigunler

Publication date: 26 February 2009

Published in: Journal of Nonlinear Mathematical Physics (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.954.4802

zbMATH Keywords

jump-diffusion stochastic ordinary differential equations

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

34C20: Transformation and reduction of ordinary differential equations and systems, normal forms

37H10: Generation, random and stochastic difference and differential equations

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