Stochastic Flows and Jump-Diffusions
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Publication:5139203
DOI10.1080/14697688.2020.1750680zbMath1451.00054OpenAlexW3020533307MaRDI QIDQ5139203
Publication date: 7 December 2020
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2020.1750680
Diffusion processes (60J60) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) External book reviews (00A17) Heat kernel (35K08) Jump processes on general state spaces (60J76)
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Cites Work
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