Jump processes.

Overview

Works:	15 works in 10 publications in 10 languages

Titles

Financial modelling with jump processes / by: (Language materials, printed)

From Markov jump processes to spatial queues / by: (Language materials, printed)

Numerical solution of stochastic differential equations with jumps in finance / by: (Language materials, printed)

Analysis and design of markov jump systems with complex transition probabilities by: (Electronic resources)

Filtering and control of stochastic jump hybrid systems by: (Electronic resources)

Singularly perturbed jump systems = stability, synchronization and control / by: (Electronic resources)

Numerical solution of stochastic differential equations with jumps in finance by: (Language materials, printed)

Analysis and design of singular Markovian jump systems by: (Electronic resources)

Control and filtering for semi-markovian jump systems by: (Electronic resources)

Stability analysis of Markovian jump systems by: (Electronic resources)

Subjects

Control.