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Jump Processes

14 books found

Stochastic Calculus of Variations
Stochastic Calculus of Variations

by Yasushi Ishikawa

2016 7 ed.
Sliding Mode Control of Semi-Markovian Jump Systems
Sliding Mode Control of Semi-Markovian Jump Systems

by Baoping Jiang, Hamid Reza Karimi

2021 5 ed.
Stochastic Integration with Jumps
Stochastic Integration with Jumps

by Klaus Bichteler

2002 5 ed.
Numerical solution of stochastic differential equations with jumps in finance
Numerical solution of stochastic differential equations with...

by Eckhard Platen

2010 4 ed.
Financial Modelling With Jump Processes
Financial Modelling With Jump Processes

by Rama Cont, Peter Tankov

2003 3 ed.
From Markov Jump Processes to Spatial Queues
From Markov Jump Processes to Spatial Queues

by L. Breuer

2003 2 ed.
Resistance forms, quasisymmetric maps, and heat kernel estimates
Resistance forms, quasisymmetric maps, and heat kernel estim...

by Jun Kigami

2011 2 ed.
On control problems for jump linear systems
On control problems for jump linear systems

by Adam Czornik

2003 1 ed.
Isoperimetric inequalities and capacities of symmetric Markov processes with jumps and killings
Isoperimetric inequalities and capacities of symmetric Marko...

by Shigeto Horiuchi

2001 1 ed.
On jump processes with drift
On jump processes with drift

by Reinhard Wobst

1983 1 ed.
Stochastic calculus of variations for jump processes
Stochastic calculus of variations for jump processes

by Yasushi Ishikawa

2013 1 ed.
Jump linear systems in automatic control
Jump linear systems in automatic control

by M. Mariton

1990 1 ed.
Reflecting stochastic differential equations with jumps and applications
Reflecting stochastic differential equations with jumps and ...

by Situ, Rong.

2000 1 ed.
Transform analysis and asset pricing for affine jump-diffusions
Transform analysis and asset pricing for affine jump-diffusi...

by Darrell Duffie

1999 1 ed.