## Found 27 Documents (Results 1–27)

100
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### Convergence to equilibrium for time-inhomogeneous jump diffusions with state-dependent jump intensity. (English)Zbl 1469.60263

MSC:  60J76 60J60 60J35
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### Distributions of functionals of diffusions with jumps, stopped at random times. (English. Russian original)Zbl 1376.60071

J. Math. Sci., New York 206, No. 2, 115-126 (2015); translation from Zap. Nauchn. Semin. POMI 420, 5-22 (2013).
MSC:  60J60 60J75 60G40
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### Asymptotic properties of additive functionals of diffusions with jumps. (English)Zbl 1314.31016

MSC:  31C25 60J55

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### Polynomial processes and their applications to mathematical finance. (English)Zbl 1270.60079

MSC:  60J25 91B70
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### Smoothness of harmonic functions for processes with jumps. (English)Zbl 1045.60086

MSC:  60J75 60H07
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### Continuous-time monotone stochastic recursion and duality. (English)Zbl 0971.60040

Reviewer: S.Asmussen (Lund)
MSC:  60G10 60J60 60J75 60K30 60K25
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### Convergence of the fluctuations for interacting diffusions with jumps associated with Boltzmann equations. (English)Zbl 0905.60073

MSC:  60K35 60J70 60H15
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### Cox’s factoring of regression model likelihoods for continuous-time processes. (English)Zbl 0899.62114

MSC:  62M10 60G48
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### Asymptotic behaviour of some interacting particle systems; McKean-Vlasov and Boltzmann models. (English)Zbl 0864.60077

Graham, C. (ed.) et al., Probabilistic models for nonlinear partial differential equations. Lectures given at the 1st session of the Centro Internazionale Matematico Estivo, Montecatini Terme, Italy, May 22-30, 1995. Berlin: Springer. Lect. Notes Math. 1627, 42-95 (1996).
MSC:  60K35

### Computer simulation of diffusions driven by $$\alpha$$-stable Lévy motion. (English)Zbl 0824.60082

MSC:  60J60 65C05
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### Mean rates of convergence of empirical measures in the Wasserstein metric. (English)Zbl 0819.60031

MSC:  60F10 60G09 60K35
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### Nonlinear diffusion with jumps. (English)Zbl 0756.60098

MSC:  60K35 60B10 60J75 47H10
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### A note on the existence of a consistent maximum likelihood estimator for diffusions with jumps. (English)Zbl 0685.62062

Markov processes and control theory, Proc. Symp. ISAM, Gaußig/GDR 1988, Math. Res. 54, 229-234 (1989).
MSC:  62M05

### Optimal impulse control problems for degenerate diffusions with jumps. (English)Zbl 0616.93079

Reviewer: M.Nisio
MSC:  93E20 35J70 60J60 35J85 49J40 49J55 60G40
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### Compactification methods in the control of degenerate diffusions: Existence of an optimal control. (English)Zbl 0613.60051

Reviewer: S.Gaidov
MSC:  60H10 93E20
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### Optimal control of diffusion processes with jumps and the related optimal control problems involving distributed parameter systems of integro-differential type. (Chinese. English summary)Zbl 0587.93067

MSC:  93E20 60J75 93C30 45K05 49J55

### Control of jump processes and applications. (English)Zbl 0391.93036

MSC:  93E20 60J45 60J60 60J75
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