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Distributions of functionals of diffusions with jumps

✍ Scribed by A. N. Borodin

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Distributions of functionals of diffusio

✍ A. N. Borodin 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 460 KB

Distributions of functionals of diffusio

✍ A. N. Borodin 📂 Article 📅 2011 🏛 Springer US 🌐 English ⚖ 728 KB

Distribution of functionals of bridges f

✍ A. N. Borodin 📂 Article 📅 2007 🏛 Springer US 🌐 English ⚖ 169 KB

Transformations of diffusions with jumps

✍ A. N. Borodin 📂 Article 📅 2008 🏛 Springer US 🌐 English ⚖ 256 KB

Distributions of the location of maximum

✍ A. N. Borodin 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 276 KB

Ergodic Control of Reflected Diffusions

✍ J. -L. Menaldi 📂 Article 📅 1997 🏛 Springer 🌐 English ⚖ 196 KB