Abstract
In this chapter we study a class of diffusions with jumps. The extreme elements of this class are, on the one hand, homogeneous diffusion processes and, on the other hand, Poisson processes with a variable intensity. It will be proved that diffusions with jumps have many good properties inherited both from classical diffusion processes and from Poisson ones.
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Borodin, A.N. (2017). Diffusions with Jumps. In: Stochastic Processes. Probability and Its Applications. Birkhäuser, Cham. https://doi.org/10.1007/978-3-319-62310-8_6
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DOI: https://doi.org/10.1007/978-3-319-62310-8_6
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Publisher Name: Birkhäuser, Cham
Print ISBN: 978-3-319-62309-2
Online ISBN: 978-3-319-62310-8
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