Diffusion processes, jump processes, and stochastic differential equations

DOI10.1201/9781003216759MaRDI QIDQ4956950zbMATH OpenOpenAlexFDO

Authors Wojbor A. Woyczyński

Publication date 2 September 2021

Full work available at URL https://doi.org/10.1201/9781003216759

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Jump processes on general state spaces (60J76) Jump processes on discrete state spaces (60J74)

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Cited in

(10)

• scientific article; zbMATH DE number 193487 (Why is no real title available?)
• A PDE approach to jump-diffusions
• Point Processes and Jump Diffusions
• Applied diffusion processes from engineering to finance
• Stochastic flows and jump-diffusions
• STOCHASTIC EQUATIONS OF PROCESSES WITH JUMPS
• Jump-diffusion processes in random environments
• scientific article; zbMATH DE number 4211248 (Why is no real title available?)
• Differential and integral equations for jump random motions
• scientific article; zbMATH DE number 3859519 (Why is no real title available?)

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