Une remarque sur les équations différentielles stochastiques à solutions markoviennes
Séminaire de probabilités de Strasbourg (1991)
- Volume: 25, page 138-139
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topJacod, Jean, and Protter, Philip. "Une remarque sur les équations différentielles stochastiques à solutions markoviennes." Séminaire de probabilités de Strasbourg 25 (1991): 138-139. <http://eudml.org/doc/113752>.
@article{Jacod1991,
author = {Jacod, Jean, Protter, Philip},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {semimartingales; stochastich differential equation; Lévy process; transition semigroup; strong Markov},
language = {eng},
pages = {138-139},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Une remarque sur les équations différentielles stochastiques à solutions markoviennes},
url = {http://eudml.org/doc/113752},
volume = {25},
year = {1991},
}
TY - JOUR
AU - Jacod, Jean
AU - Protter, Philip
TI - Une remarque sur les équations différentielles stochastiques à solutions markoviennes
JO - Séminaire de probabilités de Strasbourg
PY - 1991
PB - Springer - Lecture Notes in Mathematics
VL - 25
SP - 138
EP - 139
LA - eng
KW - semimartingales; stochastich differential equation; Lévy process; transition semigroup; strong Markov
UR - http://eudml.org/doc/113752
ER -
Citations in EuDML Documents
top- Serge Cohen, Some Markov properties of stochastic differential equations with jumps
- Thomas G. Kurtz, Étienne Pardoux, Philip Protter, Stratonovich stochastic differential equations driven by general semimartingales
- Anne Estrade, A characterization of Markov solutions for stochastic differential equations with jumps
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