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Linearization of one-dimensional nonautonomous jump-diffusion stochastic differential equations

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dc.contributor.coauthorUnal, Gazanfer
dc.contributor.coauthorKhalique, C. Masood
dc.contributor.departmentN/A
dc.contributor.kuauthorİyigünler, İsmail
dc.contributor.kuprofileMaster Student
dc.contributor.schoolcollegeinstituteGraduate School of Sciences and Engineering
dc.contributor.yokidN/A
dc.date.accessioned2024-11-09T23:28:06Z
dc.date.issued2007
dc.description.abstractNecessary and sufficient conditions for the linearization of one-dimensional nonautonomous jump-diffusion stochastic differential equations are given. Stochastic integrating factor is introduced to solve the linear jump-diffusion stochastic differential equations. Closed form solutions to certain linearizable jump-diffusion stochastic differential equations are obtained.
dc.description.indexedbyWoS
dc.description.indexedbyScopus
dc.description.issue3
dc.description.openaccessYES
dc.description.volume14
dc.identifier.doi10.2991/jnmp.2007.14.3.9
dc.identifier.issn1402-9251
dc.identifier.scopus2-s2.0-35748960844
dc.identifier.urihttp://dx.doi.org/10.2991/jnmp.2007.14.3.9
dc.identifier.urihttps://hdl.handle.net/20.500.14288/11832
dc.identifier.wos253301600009
dc.keywords2nd-Order
dc.languageEnglish
dc.publisherWorld Scientific Publ Co Pte Ltd
dc.sourceJournal Of Nonlinear Mathematical Physics
dc.subjectMathematics
dc.subjectApplied mathematics
dc.subjectPhysics
dc.subjectMathematical physics
dc.titleLinearization of one-dimensional nonautonomous jump-diffusion stochastic differential equations
dc.typeJournal Article
dspace.entity.typePublication
local.contributor.authoridN/A
local.contributor.kuauthorİyigünler, İsmail

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