Invariant Measure for Diffusions With Jumps

Applied Mathematics and Optimization - United States
doi 10.1007/s002459900118
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Springer Science and Business Media LLC

Related search

Asymptotics of the Invariant Measure in Mean Field Models With Jumps

Stochastic Systems
2012English

Adaptive Invariant Density Estimation for Ergodic Diffusions Over Anisotropic Classes

Annals of Statistics
UncertaintyStatisticsProbability
2018English

The Minimal Martingale Measure for the Price Process With Poisson Shot Noise Jumps

Communications on Stochastic Analysis
StatisticsProbability
2011English

A Formula for an Equivalent Invariant Measure

Proceedings of the American Mathematical Society
MathematicsApplied Mathematics
1985English

A Complexity-Invariant Distance Measure for Time Series

2011English

An Algebraic Conjugacy Invariant for Measure Preserving Transformations

Bulletin of the American Mathematical Society
1967English

A Scale Invariant Distance Measure for Texture Retrieval

English

Naturally Invariant Measure of Chaotic Attractors and the Conditionally Invariant Measure of Embedded Chaotic Repellers

Physical Review E
2002English

Wavelet Estimation in Diffusions With Periodicity

Statistical Inference for Stochastic Processes
StatisticsProbability
2012English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy