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Zapiski Nauchnykh Seminarov POMI, 2006, Volume 339, Pages 15–36 (Mi znsl155)  
This article is cited in 7 scientific papers (total in 7 papers)

Distributions of functionals of diffusions with jumps

A. N. Borodin

St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
Full-text PDF (252 kB) Citations (7)
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Abstract: The paper deals with the generalization of diffusion with jumps. One of the main points is that the values of jumps depend on the position of the diffusion before the jump. The next generalization concerns the moments of jumps. They occur in accordance with the compound Poisson process or with the jumping moments constructed by the inverse integral functionals of the diffusion.
Received: 07.11.2006
English version:
Journal of Mathematical Sciences (New York), 2007, Volume 145, Issue 2, Pages 4843–4855
DOI: https://doi.org/10.1007/s10958-007-0318-8
Bibliographic databases:
UDC: 519.21
Language: Russian
Citation: A. N. Borodin, “Distributions of functionals of diffusions with jumps”, Probability and statistics. Part 10, Zap. Nauchn. Sem. POMI, 339, POMI, St. Petersburg, 2006, 15–36; J. Math. Sci. (N. Y.), 145:2 (2007), 4843–4855
Citation in format AMSBIB
\Bibitem{Bor06}
\by A.~N.~Borodin
\paper Distributions of functionals of diffusions with jumps
\inbook Probability and statistics. Part~10
\serial Zap. Nauchn. Sem. POMI
\yr 2006
\vol 339
\pages 15--36
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl155}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2355399}
\zmath{https://zbmath.org/?q=an:1121.60082}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2007
\vol 145
\issue 2
\pages 4843--4855
\crossref{https://doi.org/10.1007/s10958-007-0318-8}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-34547690941}
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    • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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