Distributions of functionals of diffusions with jumps.

Borodin, A.N.

Zapiski Nauchnykh Seminarov POMI (2005)

  • Volume: 328, page 27-41
  • ISSN: 0373-2703

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Borodin, A.N.. "Distributions of functionals of diffusions with jumps.." Zapiski Nauchnykh Seminarov POMI 328 (2005): 27-41. <http://eudml.org/doc/233024>.

@article{Borodin2005,
author = {Borodin, A.N.},
journal = {Zapiski Nauchnykh Seminarov POMI},
keywords = {jump process; Brownian motion; first exit time; stochastic differential equation},
language = {eng},
pages = {27-41},
publisher = {Nauka},
title = {Distributions of functionals of diffusions with jumps.},
url = {http://eudml.org/doc/233024},
volume = {328},
year = {2005},
}

TY - JOUR
AU - Borodin, A.N.
TI - Distributions of functionals of diffusions with jumps.
JO - Zapiski Nauchnykh Seminarov POMI
PY - 2005
PB - Nauka
VL - 328
SP - 27
EP - 41
LA - eng
KW - jump process; Brownian motion; first exit time; stochastic differential equation
UR - http://eudml.org/doc/233024
ER -

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