The fundamental solution of the master equation for a jump-diffusion Ornstein-Uhlenbeck process (Q6606939)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The fundamental solution of the master equation for a jump-diffusion Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 7914841
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The fundamental solution of the master equation for a jump-diffusion Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 7914841 |
Statements
The fundamental solution of the master equation for a jump-diffusion Ornstein-Uhlenbeck process (English)
0 references
17 September 2024
0 references
exact solution
0 references
fundamental solution
0 references
generalized Ornstein-Uhlenbeck process
0 references
Kolmogorov-Feller equation
0 references
probability density
0 references
0 references
0 references
0 references
0 references
