Natural Sciences - Research article
Stochastic differential of Ito – Levy processes
Published:
2016-06-30
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.