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Zapiski Nauchnykh Seminarov POMI, 2005, Volume 328, Pages 27–41 (Mi znsl306)  
This article is cited in 3 scientific papers (total in 3 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 (229 kB) Citations (3)
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Abstract: The paper deals with methods of computation of distributions of functionals of a diffusion process with jumps that occur in accordance with the compound Poisson process. For symmetric processes some exact formulae concerning the first exit time are derived.
Received: 15.12.2005
English version:
Journal of Mathematical Sciences (New York), 2006, Volume 139, Issue 3, Pages 6510–6519
DOI: https://doi.org/10.1007/s10958-006-0368-3
Bibliographic databases:
UDC: 519.21
Language: Russian
Citation: A. N. Borodin, “Distributions of functionals of diffusions with jumps”, Probability and statistics. Part 9, Zap. Nauchn. Sem. POMI, 328, POMI, St. Petersburg, 2005, 27–41; J. Math. Sci. (N. Y.), 139:3 (2006), 6510–6519
Citation in format AMSBIB
\Bibitem{Bor05}
\by A.~N.~Borodin
\paper Distributions of functionals of diffusions with jumps
\inbook Probability and statistics. Part~9
\serial Zap. Nauchn. Sem. POMI
\yr 2005
\vol 328
\pages 27--41
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl306}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2214533}
\zmath{https://zbmath.org/?q=an:1100.60046}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2006
\vol 139
\issue 3
\pages 6510--6519
\crossref{https://doi.org/10.1007/s10958-006-0368-3}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-33750497835}
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  • https://www.mathnet.ru/eng/znsl/v328/p27
    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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