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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2007 Volume 351, Pages 79–100 (Mi znsl27)

This article is cited in 1 paper

Transformations of diffusions with jumps

A. N. Borodin

St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences

Abstract: The paper deals with some transformations of diffusions with jumps. We consider the class of diffusions with jumps which is closed with respect to the composition with invertable twice continuously differentiable functions. The special randon time change leads again to the diffusion with jumps. The result concerning a transformation of the measure is valid to this class of diffusions with jumps.

UDC: 519.21

Received: 15.12.2005


 English version:
Journal of Mathematical Sciences (New York), 2008, 152:6, 840–852

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© Steklov Math. Inst. of RAS, 2024