Stochastic equations and equations for probabilistic characteristics of processes with damped jumps

DOI10.26516/1997-7670.2023.45.73zbMath1526.60040OpenAlexW4386717100MaRDI QIDQ6064137

Irina Valer'yanovna Mel'nikova, V. A. Bovkun

Publication date: 8 November 2023

Published in: Izvestiya Irkutskogo Gosudarstvennogo Universiteta. Seriya Matematika (Search for Journal in Brave)

Full work available at URL: http://mathizv.isu.ru/en/article/file?id=1460

zbMATH Keywords

stochastic differential equationWiener processgeneralized functionsshot noiseprobabilistic characteristics

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Jump processes on general state spaces (60J76)

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