Transformations of diffusions with jumps |
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| Authors: | A N Borodin |
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| Institution: | (1) St.Petersburg Department of the Steklov Mathematical Institute, St.Petersburg, Russia |
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| Abstract: | The paper deals with some transformations of diffusions with jumps. We consider the class of diffusions with jumps that is
closed with respect to composition with invertible, twice continuously differentiable functions. A special random time change
gives us again a diffusion with jumps. A result on transformation of a measure is valid for this class of diffusions with
jumps. Bibliographty: 6 titles.
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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 351, 2007, pp. 79–100. |
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