scholarly journals Invariant density adaptive estimation for ergodic jump–diffusion processes over anisotropic classes

2021 ◽  
Vol 213 ◽  
pp. 106-129
Author(s):  
Chiara Amorino ◽  
Arnaud Gloter
Keyword(s):  
Diffusion Processes ◽  
Adaptive Estimation ◽  
Jump Diffusion ◽  
Invariant Density ◽  
Jump Diffusion Processes

Implicit–explicit numerical schemes for jump–diffusion processes

CALCOLO ◽  
2007 ◽  
Vol 44 (1) ◽  
pp. 33-57 ◽  
Author(s):  
Maya Briani ◽  
Roberto Natalini ◽  
Giovanni Russo
Keyword(s):  
Diffusion Processes ◽  
Jump Diffusion ◽  
Numerical Schemes ◽  
Jump Diffusion Processes
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