Markovian bridges and reversible diffusion processes with jumps
Work
Year: 2004
Type: article
Abstract: Markovian bridges driven by Lévy processes are constructed from the data of an initial and a final distribution, as particular cases of a family of time reversible diffusions with jumps. In this way w... more
Institutions La Rochelle Université, University of Lisbon
Cites: 27
Cited by: 29
Related to: 10
FWCI: 1.522
Citation percentile (by year/subfield): 92.13
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Sustainable cities and communities
Open Access status: green