Point symmetry methods for Itô Stochastic Differential Equations (SDE) with a finite jump process
The mixture of Wiener and a Poisson processes are the primary tools used in creating jump-diffusion process which is very popular in mathematical modeling. In financial mathematics, they are used to describe the change of stock rates and bonanzas, and they are often used in mathematical biology mode...
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| Format: | Doctoral Thesis |
| Language: | English |
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University of Cape Town
2017
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| Online Access: | http://hdl.handle.net/11427/25387 |