Captive jump processes for bounded random systems with discontinuous dynamics
DOI10.1016/j.cnsns.2023.107646MaRDI QIDQ6144132
Andrea Macrina, Murat Cahit Mengütürk, Levent Ali Mengütürk
Publication date: 5 January 2024
Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)
dynamical systemsbounded domainssimulation of stochastic processcaptive processesjump-diffusion in continuous timemonitored path-dependence
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10) Numerical solutions to stochastic differential and integral equations (65C30) Jump processes on general state spaces (60J76)
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