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Exact linearization of one-dimensional jump-diffusion stochastic differential equations

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dc.contributor.coauthorÜnal, Gazanfer
dc.contributor.coauthorSanver, Abdullah
dc.contributor.departmentGraduate School of Sciences and Engineering
dc.contributor.kuauthorMaster Student, İyigünler, İsmail
dc.contributor.schoolcollegeinstituteGRADUATE SCHOOL OF SCIENCES AND ENGINEERING
dc.date.accessioned2024-11-09T23:49:33Z
dc.date.issued2008
dc.description.abstractNecessary and sufficient conditions for the linearization of the one-dimensional Ito jump-diffusion stochastic differential equations (JDSDE) are given. Stochastic integrating factor has been introduced to solve the linear JDSDEs. Exact solutions to some linearizable JDSDEs have been provided.
dc.description.indexedbyWOS
dc.description.indexedbyScopus
dc.description.issue44958
dc.description.openaccessNO
dc.description.publisherscopeInternational
dc.description.sponsoredbyTubitakEuN/A
dc.description.volume51
dc.identifier.doi10.1007/s11071-006-9165-2
dc.identifier.eissn1573-269X
dc.identifier.issn0924-090X
dc.identifier.quartileQ1
dc.identifier.scopus2-s2.0-35448929964
dc.identifier.urihttps://doi.org/10.1007/s11071-006-9165-2
dc.identifier.urihttps://hdl.handle.net/20.500.14288/14374
dc.identifier.wos251278000001
dc.keywordsExact linearization
dc.keywordsJump-diffusion stochastic differential equations
dc.keywordsStochastic integrating factors
dc.language.isoeng
dc.publisherSpringer
dc.relation.ispartofNonlinear Dynamics
dc.subjectEngineering
dc.subjectMechanical engineering
dc.subjectMechanics
dc.titleExact linearization of one-dimensional jump-diffusion stochastic differential equations
dc.typeJournal Article
dspace.entity.typePublication
local.contributor.kuauthorİyigünler, İsmail
local.publication.orgunit1GRADUATE SCHOOL OF SCIENCES AND ENGINEERING
local.publication.orgunit2Graduate School of Sciences and Engineering
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