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Lévy-type nonlinear stochastic dynamic model, method and analysis - MaRDI portal

Lévy-type nonlinear stochastic dynamic model, method and analysis (Q5237298)

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scientific article; zbMATH DE number 7118556
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Lévy-type nonlinear stochastic dynamic model, method and analysis
scientific article; zbMATH DE number 7118556

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    Lévy-type nonlinear stochastic dynamic model, method and analysis (English)
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    17 October 2019
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    Lévy-type nonlinear stochastic dynamic model
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    change of measure
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    Girsanov-type transform
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    Lyapunov-like function
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