✦ LIBER ✦

Forward equations for reflected diffusions with jumps

✍ Scribed by R. R. Mazumdar; F. M. Guillemin

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Ergodic Control of Reflected Diffusions

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

A note on strochastic optimal control of

✍ Ding Deng 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 545 KB

Invariant Measure for Diffusions with Ju

✍ J. -L. Menaldi; M. Robin 📂 Article 📅 1999 🏛 Springer 🌐 English ⚖ 266 KB

Distribution of functionals of bridges f

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

Distributions of the location of maximum

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

On the first exit time from an interval

✍ A. N. Borodin 📂 Article 📅 2009 🏛 Springer US 🌐 English ⚖ 655 KB