Invariant measure for diffusions with jumps
type: Item
instance of: scholarly article
title: Invariant measure for diffusions with jumps
zbMATH Open document ID: 0927.35031
published in: Applied Mathematics and Optimization
publication date: 1999-12-05T00:00:00Z
full work available at URL: https://digitalcommons.wayne.edu/mathfrp/53
Mathematics Subject Classification ID: 35J25
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 45K05
Mathematics Subject Classification ID: 46N20
Mathematics Subject Classification ID: 93D05
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 1305644
zbMATH Keywords: jump diffusion
zbMATH Keywords: interior Dirichlet problem
zbMATH Keywords: exterior Dirichlet problem
zbMATH Keywords: ergodic optimal control
zbMATH Keywords: Green function
zbMATH Keywords: Girsanov transformation
zbMATH Keywords: Doeblin condition
author: José-Luis Menaldi
author: M. Robin
MaRDI profile type: Publication
OpenAlex ID: W2015311965
DOI: 10.1007/S002459900118
Recommended article: Invariant measures for jump-type Fleming-Viot processes
Recommended article: Invariant measures for stochastic evolution equations of pure jump type
Recommended article: Q3210653
Recommended article: Invariant probability measures for path-dependent random diffusions
Recommended article: Approximation of the invariant distribution for a class of ergodic jump diffusions
Recommended article: Invariant measures of diffusions with gradient drifts
Recommended article: Invariant probability distributions for measure-valued diffusions.
Recommended article: Large deviations for invariant measures of stochastic differential equations with jumps
Recommended article: Invariant measures for jump processes and invariant measures for a \(q\)-pair
description: scientific article; zbMATH DE number 1305644