Feynman Graph Representation to Stochastic Differential Equations Driven by Lévy Noise

DOI10.1007/978-981-4585-33-0_22zbMath1318.60070OpenAlexW84051114MaRDI QIDQ5263706

Boubaker Smii

Publication date: 17 July 2015

Published in: International Conference on Mathematical Sciences and Statistics 2013 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-4585-33-0_22

zbMATH Keywords

stochastic differential equationsLévy noiseFeynman graphsgeneralized Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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