Results 251 to 260 of about 486,489 (281)

On Markov Jump Processes Imbedded at Jump Epochs and Their Queueing-Theoretic Applications

Mathematics of Operations Research, 1982
Benjamin Melamed
exaly  

Jump Processes

2007
openaire   +1 more source

On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes

SIAM Journal on Control and Optimization, 2017
Chao Zhu
exaly  

Pricing exchange options with correlated jump diffusion processes

Quantitative Finance, 2020
Nicola Cufaro Petroni, Piergiacomo Sabino   +1 more
exaly  

APPROXIMATING GARCH-JUMP MODELS, JUMP-DIFFUSION PROCESSES, AND OPTION PRICING

Mathematical Finance, 2006
Peter Ritchken
exaly  

Stability Properties of Constrained Jump-Diffusion Processes

Electronic Journal of Probability, 2002
Rami Atar, Amarjit Budhiraja
exaly  

Jump Processes

2018
openaire   +1 more source

Non-local Dirichlet forms and symmetric jump processes

Transactions of the American Mathematical Society, 2009
Zhen-Qing Chen, Moritz Kassmann
exaly  

Jump diffusion processes

2017
openaire   +1 more source

A new approach to quantitative propagation of chaos for drift, diffusion and jump processes

Probability Theory and Related Fields, 2013
Clément Mouhot, Bernt Wennberg
exaly