✦ LIBER ✦

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

✍ Scribed by Gazanfer Unal; Abdullah Sanver; Ismail Iyigunler

Book ID: 106486582
Publisher: Springer Netherlands
Year: 2007
Tongue: English
Weight: 206 KB
Volume: 51
Category: Article
ISSN: 0924-090X
DOI: 10.1007/s11071-006-9165-2

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Exact linearization of one dimensional I

Exact linearization of one dimensional Itô equations driven by

✍ Gazanfer Unal; Ali Dinler 📂 Article 📅 2007 🏛 Springer Netherlands 🌐 English ⚖ 413 KB

One dimensional stochastic partial diffe

One dimensional stochastic partial differential equations and the branching measure diffusion

✍ Mark Reimers 📂 Article 📅 1989 🏛 Springer 🌐 English ⚖ 925 KB

Almost sure stability of linear stochast

Almost sure stability of linear stochastic differential equations with jumps

✍ C. W. Li; Z. Dong; R. Situ 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 257 KB

One Dimensional Stochastic Differential

One Dimensional Stochastic Differential Equations with Distributional Drifts

✍ Kai He*; Xi-cheng Zhang 📂 Article 📅 2007 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 175 KB

Strong comparison of solutions of one-di

Strong comparison of solutions of one-dimensional stochastic differential equations

✍ Youssef Ouknine; Marek Rutkowski 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 834 KB

Multi-dimensional backward stochastic di

Multi-dimensional backward stochastic differential equations with one reflecting lower barrier of Itô diffusion type

✍ Juliang Yin 📂 Article 📅 2010 🏛 Elsevier Science 🌐 French ⚖ 150 KB

This paper investigates a class of multi-dimensional stochastic differential equations with one reflecting lower barrier (RBSDEs in short), where the random obstacle is described as an Itô diffusion type of stochastic differential equation. The existence and uniqueness results for adapted solutions