Author:
Krishnamurthy Vikram,Nettasinghe Buddhika
Publisher
Springer International Publishing
Reference27 articles.
1. Richard F. Bass. Stochastic differential equations driven by symmetric stable processes. In S´eminaire de Probabilit´es, XXXVI, volume 1801 of Lecture Notes in Math., pages 302–313. Springer, Berlin, 2003.
2. Mu-Fa Chen. From Markov chains to non-equilibrium particle systems. World Scientific Publishing Co. Inc., River Edge, NJ, second edition, 2004.
3. Xiaoshan Chen, Zhen-Qing Chen, Ky Tran, and George Yin. Properties of switching jump diffusions: Maximum principles and harnack inequalities. Bernoulli, to appear, 2018.
4. Xiaoshan Chen, Zhen-Qing Chen, Ky Tran, and George Yin. Recurrence and ergodicity for a class of regime-switching jump diffusions. Applied Mathematics & Optimization, 2018.
https://doi.org/10.1007/s00245-017-9470-9
5. Kai Lai Chung and Zhong Xin Zhao. From Brownian motion to Schrödinger’s equation, volume 312 of Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences]. Springer-Verlag, Berlin, 1995.
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献