Ergodic behavior of diffusions with random jumps from the boundary
By Iddo Ben-Ari, Ross G. Pinsky. 2009
51 citations recorded by the source corpus.
Subfields: Computational Theory and Mathematics, Finance, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/d5c1a0d0c361494057581883762fca4f4e352068
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In Computational Theory and Mathematics
In Finance
In Mathematical Physics
Citations in the corpus
- General approximation method for the distribution of Markov processes conditioned not to be killed (2011, background): “Other models of diffusions with rebirths from a boundary have also been introduced in [1], with a continuity condition on the jump measure that isn’t fulfilled in our case, in [12], where fine properties of a Brownian motion with rebirth have been established, and in [15, 16], where Kolb and Wükber ”