A recursive representation for decoupling time-state dependent jumps from jump-diffusion processes

DOI10.1080/17442508.2023.2259534MaRDI QIDQ6647794

Reiichiro Kawai, Qinjing Qiu

Publication date: 3 December 2024

Published in: Stochastics (Search for Journal in Brave)

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Error bounds for boundary value problems involving PDEs (65N15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Jump processes on discrete state spaces (60J74)

Cites Work

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