On the integro-differential equations of purely discontinuous Markoff processes

Author:

Feller Willy

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

Reference9 articles.

1. Stochastic processes depending on a continuous parameter;Doob, J. L.;Trans. Amer. Math. Soc.,1937

2. W. Dubrovski, Eine Verallgemeinerung der Theorie der rein unstetigen stochastischen Prozesse von W. Feller, Comptes Rendus (Doklady) de l’Académie des Sciences de l’URSS, vol. 19 (1938), p. 439.

3. W. Feller, Zur Theorie der stochastischen Prozesse (Existenz- und Eindeutigkeitssätze), Mathematische Annalen, vol. 113 (1936), p. 113.

4. \bysame, Die Grundlagen der Volterraschen Theorie des Kampfes ums Dasein in wahrscheinlichkeitstheoretischer Behandlung, Acta Biotheoretica, vol. 5 (1939), p. 11.

5. M. Fréchet, Recherches Théoriques Modernes sur le Calcul des Probabilités, Part II (Traité du Calcul des Probabilités, vol. 1, no. 3), 1938.

Cited by 181 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

1. Ray–Knight compactification of birth and death processes;Stochastic Processes and their Applications;2024-11

2. Monte Carlo Method for Pricing Lookback Type Options in Lévy Models;Theory of Probability & Its Applications;2024-08

3. Fifty years in business;Reaction Kinetics, Mechanisms and Catalysis;2024-03-15

4. On Forward and Backward Kolmogorov Equations for Pure Jump Markov Processes and Their Generalizations;Theory of Probability & Its Applications;2024-02

5. Метод Монте-Карло для вычисления цен опционов типа lookback в моделях Леви;Теория вероятностей и ее применения;2024

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3