Doubly perturbed jump-diffusion processes

DOI10.1016/j.jmaa.2008.09.024zbMath1154.60065OpenAlexW1996250682MaRDI QIDQ2518282

Luo, Jiaowan

Publication date: 15 January 2009

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2008.09.024

zbMATH Keywords

existence and uniquenessjump-diffusion processesdoubly perturbed functional equations

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (9)

Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching ⋮ Doubly perturbed neutral stochastic functional equations ⋮ The averaging method for doubly perturbed distribution dependent SDEs ⋮ Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process ⋮ Perturbed uncertain differential equations and perturbed reflected canonical process ⋮ Density functions of doubly-perturbed stochastic differential equations with jumps ⋮ Approximate solutions for a class of doubly perturbed stochastic differential equations ⋮ Minimizing the time to a decision ⋮ Doubly perturbed neutral diffusion processes with Markovian switching and Poisson jumps

Cites Work

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