Stochastic differential equations with jumps

dc.creatorBass, Richard F.
dc.date2003-09-15
dc.date2005-11-09
dc.date.accessioned2026-07-07T06:35:43Z
dc.date.available2026-07-07T06:35:43Z
dc.descriptionThis paper is a survey of uniqueness results for stochastic differential equations with jumps and regularity results for the corresponding harmonic functions.
dc.descriptionPublished 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)
dc.identifierhttps://arxiv.org/abs/math/0309246
dc.identifierhttp://arxiv.org/abs/math/0309246
dc.identifierProbability Surveys 2004, Vol. 1, 1-19
dc.identifierdoi:10.1214/154957804100000015
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/99874
dc.subjectProbability
dc.subject60H10 (Primary) 60H30, 60J75 (Secondary)
dc.titleStochastic differential equations with jumps
dc.typetext

Files

Collections