Diffusion processes.
Overview
| Works: | 28 works in 8 publications in 8 languages | |
|---|---|---|
Titles
Applied stochastic processes and control for Jump-diffusions :modeling, analysis, and computation /
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Stochastic PDE's and Kolmogorov equations in infinite dimensionslectures given at the 2nd session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Cetraro, Italy, August 24- September 1, 1998 /
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Uniqueness and non-uniqueness of semigroups generated by singular diffusion operators
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Applied stochastic processes and control for Jump-diffusionsmodeling, analysis, and computation /
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Affine diffusions and related processessimulation, theory and applications /
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Fundamental solutions of linear partial differential operatorstheory and practice /
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Fundamental solutions of linear partial differential operators :theory and practice /
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Distribution of statistical observables for anomalous and nonergodic diffusions :from statistics to mathematics /
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Diffusion processes, jump processes, and stochastic differential equations /
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Convolution-like structures, differential operators and diffusion processes
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Point processes and jump diffusionsan introduction with finance applications /
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