Transition probability densities for stable jump-diffusions

被引：0
作者：
不详
机构：
来源：
SEMICLASSICAL ANALYSIS FOR DIFFUSIONS AND STOCHASTIC PROCESSES | 2000年 / 1724卷
关键词：
D O I：
暂无
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
引用
收藏
页码：146 / 190
页数：45
相关论文
共 50 条
[41]   LARGE DEVIATIONS FOR ADDITIVE FUNCTIONALS OF REFLECTED JUMP-DIFFUSIONS [J].
Popovic, Lea ;
Zoroddu, Giovanni .
SIAM JOURNAL ON APPLIED MATHEMATICS, 2022, 82 (06) :2008-2035
[42]   Jump-diffusions with controlled jumps: Existence and numerical methods [J].
Kushner, HJ .
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2000, 249 (01) :179-198
[43]   Robustness and convergence of approximations to nonlinear filters for jump-diffusions [J].
Kushner, HJ .
COMPUTATIONAL & APPLIED MATHEMATICS, 1997, 16 (02) :153-183
[44]   Exponential Stability of Stochastic Evolution Jump-Diffusions Driven by Impulses [J].
Jiang Feng ;
Yang Hua ;
Shen Yi .
PROCEEDINGS OF THE 35TH CHINESE CONTROL CONFERENCE 2016, 2016, :1723-1728
[45]   VISCOSITY SOLUTIONS FOR CONTROLLED MCKEAN-VLASOV JUMP-DIFFUSIONS [J].
Burzoni, Matteo ;
Ignazio, Vincenzo ;
Reppen, A. Max ;
Soner, H. M. .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2020, 58 (03) :1676-1699
[46]   Threshold estimation for jump-diffusions under small noise asymptotics [J].
Kobayashi, Mitsuki ;
Shimizu, Yasutaka .
STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES, 2023, 26 (02) :361-411
[47]   Stochastic Volatility Jump-Diffusions for European Equity Index Dynamics [J].
Kaeck, Andreas ;
Alexander, Carol .
EUROPEAN FINANCIAL MANAGEMENT, 2013, 19 (03) :470-496
[48]   Financial options pricing with regime-switching jump-diffusions [J].
Lee, Younhee .
COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2014, 68 (03) :392-404
[49]   A Hilbert transform approach for controlled jump-diffusions with financial applications [J].
Ge, Yingming ;
Li, Lingfei .
INTERNATIONAL JOURNAL OF FINANCIAL ENGINEERING, 2020, 7 (04)
[50]   On the asymptotic stability of a class of jump-diffusions of neutral type with impulses [J].
Feng Jiang ;
Hua Yang ;
Xinquan Zhao .
Journal of Inequalities and Applications, 2013
12345