Probability measure-valued jump-diffusions in finance and related topics
probability measure-valued processes; polynomial processes; Fleming–Viot type processes; interacting particle systems; martingale problem; maximum principle; dual process; unit simplex; stochastic models with jumps; Wright- Fisher diffusion; stochastic invariance, info:eu-repo/classification/ddc/510, Mathematics
Networked Digital Library of Theses and Dissertations