Exact linearization of one-dimensional jump-diffusion stochastic differential equations

DOI10.1007/s11071-006-9165-2zbMath1176.60048OpenAlexW2071368018MaRDI QIDQ840343

Ismail Iyigunler, Abdullah Sanver, Gazanfer Ünal

Publication date: 11 September 2009

Published in: Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11071-006-9165-2

zbMATH Keywords

stochastic differential equationlinearizationPoisson processjump-diffusion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)

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Cites Work

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