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Absolutely Continuous Laws of Jump-Diffusions in Finite and Infinite Dimensions with Applications to Mathematical Finance.
Barbara Forster
Eva Lütkebohmert
Josef Teichmann
Published in:
SIAM J. Math. Anal. (2008)
Keyphrases
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finite sets
piecewise linear
real numbers
finite dimensional
continuous functions
brownian motion
high dimensional
anisotropic diffusion
finite number
vector valued
multiscale
computational intelligence
markov chain
steady state
infinite dimensional
diffusion processes