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Science and Technology Development Journal
Article . 2016 . Peer-reviewed
License: CC BY
Data sources: Crossref
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Stochastic differential of Ito – Levy processes

Authors: Phung Ngoc Nguyen; Dam Ton Duong;

Stochastic differential of Ito – Levy processes

Abstract

In this paper, we continue to expand some results to get the product rule for differential of stochastic processes with jump, and apply for some special processes like pure jump process, Levy-Ornstein-Uhlenbeck process, geometric Levy process, in models of finance, ecomomics, and information technology.

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
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