Stochastic differential equations with jumps

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This paper is a survey of uniqueness results for stochastic differential equations with jumps and regularity results for the corresponding harmonic functions.
Published at http://dx.doi.org/10.1214/154957804100000015 in the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org)

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Probability, 60H10 (Primary) 60H30, 60J75 (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/99874

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0309246
 http://arxiv.org/abs/math/0309246
 Probability Surveys 2004, Vol. 1, 1-19
 doi:10.1214/154957804100000015

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arXiv