Diffusion processes, jump processes, and stochastic differential equations

DOI10.1201/9781003216759zbMATH Open1491.60004OpenAlexW4212954171MaRDI QIDQ4956950FDOQ4956950

Authors: Wojbor A. Woyczyński 

Publication date: 2 September 2021

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

Recommendations

• scientific article; zbMATH DE number 5207903
• An introduction to stochastic differential equations
• Stochastic differential equations. An introduction with applications.
• Introduction to stochastic analysis. Integrals and differential equations
• Mathematical finance

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)

Cited In (10)

• Title not available (Why is that?)
• Point Processes and Jump Diffusions
• A PDE approach to 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
• Title not available (Why is that?)
• Differential and integral equations for jump random motions
• Title not available (Why is that?)

This page was built for publication: Diffusion processes, jump processes, and stochastic differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4956950)