Forward equations for reflected diffusions with jumps

Applied Mathematics and Optimization

Volumn 33, Issue 1, 1996, Pages 81-102

  Mazumdar, R R ^a   Guillemin, F M ^b  

^a INRS EMT   (Canada)

^b ORANGE LABS   (France)

Author keywords

Diffusions; Forward equations; Local time; Palm probabilities; Random jump measures; Reflections; Semimartingales; Stochastic intensity

Indexed keywords

EID: 17744368433     PISSN: 00954616     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF01187963     Document Type: Article

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