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Abstract
In this paper, we continue to expand some results to get the product rule for differential of stochastic processes with jump, and apply for some special processes like pure jump process, Levy-Ornstein-Uhlenbeck process, geometric Levy process, in models of finance, ecomomics, and information technology.
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Article Details
Issue: Vol 19 No 2 (2016)
Page No.: 80-83
Published: Jun 30, 2016
Section: Natural Sciences - Research article
DOI: https://doi.org/10.32508/stdj.v19i2.792
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Copyright: The Authors. This is an open access article distributed under the terms of the Creative Commons Attribution License CC-BY 4.0., which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.
How to Cite
Duong, D., & Nguyen, P. (2016). Stochastic differential of Ito – Levy processes. VNUHCM Journal of Science and Technology Development, 19(2), 80-83. https://doi.org/https://doi.org/10.32508/stdj.v19i2.792
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