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Semimartingale Functions of a Class of Diffusion Processes

✍ Scribed by Mania, M.; Tevzadae, R.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On a Class of Degenerate Diffusion Proce

✍ Sonin, I. M. 📂 Article 📅 1967 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 577 KB

On functions transforming a Wiener proce

✍ R. Chitashvili; M. Mania 📂 Article 📅 1997 🏛 Springer 🌐 English ⚖ 470 KB

On limit processes for a class of additi

✍ Yuji Kasahara; Shin'ichi Kotani 📂 Article 📅 1979 🏛 Springer 🌐 English ⚖ 765 KB

Discretization of a class of reflected d

✍ Yingjie Liu 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 200 KB

We propose three strong schemes for a class of reflected diffusion processes on different domains and show their rates of covergence.

Semimartingale Representation of the Log

✍ Yu. N. Lin'kov; O. A. Nikolaeva 📂 Article 📅 2002 🏛 Springer US 🌐 English ⚖ 118 KB

Representation of a Class of Semimarting

✍ Zanzotto, P. A. 📂 Article 📅 1999 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 148 KB