Jump-diffusion processes on matrix Lie groups for Bayesian inference

2003 ◽  
Author(s):  
A. Srivastava ◽  
M.I. Miller ◽  
U. Grenander
Keyword(s):  
Bayesian Inference ◽  
Lie Groups ◽  
Diffusion Processes ◽  
Jump Diffusion ◽  
Jump Diffusion Processes

Implicit–explicit numerical schemes for jump–diffusion processes

CALCOLO ◽  
2007 ◽  
Vol 44 (1) ◽  
pp. 33-57 ◽  
Author(s):  
Maya Briani ◽  
Roberto Natalini ◽  
Giovanni Russo
Keyword(s):  
Diffusion Processes ◽  
Jump Diffusion ◽  
Numerical Schemes ◽  
Jump Diffusion Processes
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