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Zapiski Nauchnykh Seminarov POMI, 2007, Volume 351, Pages 79–100 (Mi znsl27)  
This article is cited in 1 scientific paper (total in 1 paper)

Transformations of diffusions with jumps

A. N. Borodin

St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
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Abstract: The paper deals with some transformations of diffusions with jumps. We consider the class of diffusions with jumps which is closed with respect to the composition with invertable twice continuously differentiable functions. The special randon time change leads again to the diffusion with jumps. The result concerning a transformation of the measure is valid to this class of diffusions with jumps.
Received: 15.12.2005
English version:
Journal of Mathematical Sciences (New York), 2008, Volume 152, Issue 6, Pages 840–852
DOI: https://doi.org/10.1007/s10958-008-9101-8
Bibliographic databases:
UDC: 519.21
Language: Russian
Citation: A. N. Borodin, “Transformations of diffusions with jumps”, Probability and statistics. Part 12, Zap. Nauchn. Sem. POMI, 351, POMI, St. Petersburg, 2007, 79–100; J. Math. Sci. (N. Y.), 152:6 (2008), 840–852
Citation in format AMSBIB
\Bibitem{Bor07}
\by A.~N.~Borodin
\paper Transformations of diffusions with jumps
\inbook Probability and statistics. Part~12
\serial Zap. Nauchn. Sem. POMI
\yr 2007
\vol 351
\pages 79--100
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl27}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2008
\vol 152
\issue 6
\pages 840--852
\crossref{https://doi.org/10.1007/s10958-008-9101-8}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-55049113229}
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  • https://www.mathnet.ru/eng/znsl/v351/p79
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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    References:26
     
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