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• W2501428344 abstract "We describe stochastic calculus in the context of processes that are driven by an adapted point process of locally finite intensity and are differentiable between jumps. This includes Markov chains as well as non-Markov processes. By analogy with It^o processes we define the drift and diffusivity, which we then use to describe a general sample path estimate. We then give several examples, including ODE approximation, processes with linear drift, first passage times, and an application to the stochastic logistic model." @default.
• W2501428344 created "2016-08-23" @default.
• W2501428344 creator A5015061477 @default.
• W2501428344 date "2016-07-24" @default.
• W2501428344 modified "2023-09-27" @default.
• W2501428344 title "Stochastic calculus and sample path estimation for jump processes" @default.
• W2501428344 cites W1722509208 @default.
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