Diffusion Processes, Jump Processes, and Stochastic Differential Equations

DOI10.1201/9781003216759zbMATH Open1491.60004OpenAlexW4212954171MaRDI QIDQ4956950

Wojbor A. Woyczyński

Publication date: 2 September 2021

Full work available at URL: https://doi.org/10.1201/9781003216759

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Jump processes on general state spaces (60J76) Jump processes on discrete state spaces (60J74)

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Title not available (Why is that?) ⋮ A PDE approach to jump-diffusions ⋮ Jump-diffusion processes in random environments ⋮ STOCHASTIC EQUATIONS OF PROCESSES WITH JUMPS ⋮ Differential and integral equations for jump random motions ⋮ Point Processes and Jump Diffusions ⋮ Title not available (Why is that?)

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