Invariant measure for diffusions with jumps

被引：0

作者：

Department of Mathematics, Wayne State University, MI 48202, United States ^{[1
]}

不详 ^{[2
]}

机构：

来源：

Appl Math Optim | / 1卷 / 105-140期

关键词：

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

共 50 条

[41] A Note on stochastic optimal control of reflected diffusions with jumps
Ding, D
APPLIED MATHEMATICS AND MECHANICS-ENGLISH EDITION, 2000, 21 (09) : 1079 - 1090
[42] Ergodic behavior of diffusions with random jumps from the boundary
Ben-Ari, Iddo
Pinsky, Ross G.
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2009, 119 (03) : 864 - 881
[43] EXPONENTIAL ERGODICITY FOR DIFFUSIONS WITH JUMPS DRIVEN BY A HAWKES PROCESS
Dion, Charlotte
Lemler, Sarah
Locherbach, Eva
THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS, 2020, 102 : 97 - 115
[44] A NOTE ON STOCHASTIC OPTIMAL CONTROL OF REFLECTED DIFFUSIONS WITH JUMPS
丁灯
Applied Mathematics and Mechanics(English Edition), 2000, (09) : 1079 - 1090
[45] A note on strochastic optimal control of reflected diffusions with jumps
Ding Deng
Applied Mathematics and Mechanics, 2000, 21 (9) : 1079 - 1090
[46] Invariant Measures of Diffusions with Gradient Drifts
Bogachev, V. I.
Kirillov, A. I.
Shaposhnikov, S. V.
DOKLADY MATHEMATICS, 2010, 82 (02) : 790 - 793
[47] On weak approximations of (a, b)-invariant diffusions
Mackevicius, Vigirdas
MATHEMATICS AND COMPUTERS IN SIMULATION, 2007, 74 (01) : 20 - 28
[48] Invariant measures of diffusions with gradient drifts
V. I. Bogachev
A. I. Kirillov
S. V. Shaposhnikov
Doklady Mathematics, 2010, 82 : 790 - 793
[49] On Invariant Measures for Diffusions on Banach Spaces
Dariusz Gatarek
Beniamin Goldys
Potential Analysis, 1997, 7 (2) : 533 - 553
[50] On invariant measures for diffusions on Banach spaces
Gatarek, D
Goldys, B
POTENTIAL ANALYSIS, 1997, 7 (02) : 539 - 553

← 1 2 3 4 5 →