Invariant measure for diffusions with jumps (Q1292208)
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scientific article; zbMATH DE number 1305644
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Invariant measure for diffusions with jumps |
scientific article; zbMATH DE number 1305644 |
Statements
Invariant measure for diffusions with jumps (English)
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5 December 1999
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jump diffusion
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interior Dirichlet problem
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exterior Dirichlet problem
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ergodic optimal control
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Green function
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Girsanov transformation
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Doeblin condition
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0.9324385
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0.9318917
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0.9253522
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0.9208884
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0.9199328
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0.9193894
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0.91916996
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