Some Markov properties of stochastic differential equations with jumps

Serge Cohen

Séminaire de probabilités de Strasbourg (1995)

  • Volume: 29, page 181-193

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Cohen, Serge. "Some Markov properties of stochastic differential equations with jumps." Séminaire de probabilités de Strasbourg 29 (1995): 181-193. <http://eudml.org/doc/113900>.

@article{Cohen1995,
author = {Cohen, Serge},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {stochastic analysis on manifolds; Markov processes; jump processes; Meyer-Schwartz's second order calculus; Riemannian manifold; Brownian motion},
language = {eng},
pages = {181-193},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Some Markov properties of stochastic differential equations with jumps},
url = {http://eudml.org/doc/113900},
volume = {29},
year = {1995},
}

TY - JOUR
AU - Cohen, Serge
TI - Some Markov properties of stochastic differential equations with jumps
JO - Séminaire de probabilités de Strasbourg
PY - 1995
PB - Springer - Lecture Notes in Mathematics
VL - 29
SP - 181
EP - 193
LA - eng
KW - stochastic analysis on manifolds; Markov processes; jump processes; Meyer-Schwartz's second order calculus; Riemannian manifold; Brownian motion
UR - http://eudml.org/doc/113900
ER -

References

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  15. [15] J. Jacod and A.N. Shiryaev. Limit theorems for stochastic processes. Springer, 1987. Zbl0635.60021MR959133
  16. [16] P.A. Meyer. Géométrie stochastique sans larmes. Séminaire de Probabilités XV, Lecture Notes in Mathematics(850), 1981. Zbl0459.60046MR622555
  17. [17] P. Protter. Stochastic Integration and Differential Equations. Springer-Verlag, 1990. Zbl0694.60047MR1037262
  18. [18] S. Rogerson. Stochastic differential equation with discontinuous sample path and differential geometry. Control Theory Center report 101 Warwick University. 
  19. [19] L. Schwartz. Géométrie différentielle du deuxième ordre, semi-martingales et équations différentielles sur une variété différentielle. Séminaire de Probabilités XVI, Lecture Notes in Mathematics(921), 1982. Zbl0482.58034MR658722

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