Some Markov properties of stochastic differential equations with jumps
Séminaire de probabilités de Strasbourg (1995)
- Volume: 29, page 181-193
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topCohen, 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 -
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