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Polynomial jump-diffusions on the unit simplex - MaRDI portal

Polynomial jump-diffusions on the unit simplex (Q1617132)

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Polynomial jump-diffusions on the unit simplex
scientific article

    Statements

    title
    Polynomial jump-diffusions on the unit simplex (English)
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    author
    Christa Cuchiero
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    Martin Larsson
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    Sara Svaluto-Ferro
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    publication date
    7 November 2018
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    zbMATH Keywords
    polynomial processes
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    unit simplex
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    stochastic models with jumps
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    Wright-Fisher diffusion
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    stochastic invariance
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    Identifiers

    DOI
    10.1214/17-AAP1363
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    Mathematics Subject Classification ID
    60J75
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    60J25
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    60H30
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    zbMATH DE Number
    6974756
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    arXiv ID
    1612.04266
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    OpenAlex ID
    W2964191729
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    Wikidata QID
    Q129406131
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