On the jump-diffusion approximation of stochastic difference equations driven by a mixing sequence

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概要

• 論文の詳細を見る
• 社団法人 日本数学会の論文

著者

• FUJIWARA Tsukasa

  Department of Applied Science Faculty of Engineering Kyushu University

関連論文

• CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS : PART I STOCHASTIC FLOWS OF DIFFEOMORPHISMS
• On the jump-diffusion approximation of stochastic difference equations driven by a mixing sequence
• CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS : PART II INVERSE FLOWS AND BACKWARD SDE'S

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