A characterization of Markov solutions for stochastic differential equations with jumps

Anne Estrade

Séminaire de probabilités de Strasbourg (1997)

  • Volume: 31, page 315-321

How to cite

top

Estrade, Anne. "A characterization of Markov solutions for stochastic differential equations with jumps." Séminaire de probabilités de Strasbourg 31 (1997): 315-321. <http://eudml.org/doc/113967>.

@article{Estrade1997,
author = {Estrade, Anne},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Markov homogeneous transitions; stochastic differential equation; semi-martingale driving process},
language = {eng},
pages = {315-321},
publisher = {Springer - Lecture Notes in Mathematics},
title = {A characterization of Markov solutions for stochastic differential equations with jumps},
url = {http://eudml.org/doc/113967},
volume = {31},
year = {1997},
}

TY - JOUR
AU - Estrade, Anne
TI - A characterization of Markov solutions for stochastic differential equations with jumps
JO - Séminaire de probabilités de Strasbourg
PY - 1997
PB - Springer - Lecture Notes in Mathematics
VL - 31
SP - 315
EP - 321
LA - eng
KW - Markov homogeneous transitions; stochastic differential equation; semi-martingale driving process
UR - http://eudml.org/doc/113967
ER -

References

top
  1. [1] H. Cartan. Cours de calcul différentiel. Hermann, Paris, 1977. Zbl0408.58001MR223194
  2. [2] E. Çinlar , J. Jacod , P. Protter , M.J. Sharpe. Semimartingales and Markov processes. Zeitschrift für Wahrsch., 54 : 161-220, 1980. Zbl0443.60074MR597337
  3. [3] S. Cohen. Géométrie différentielle stochastique avec sauts 2 : discrétisation et applications des eds avec sauts. Stochastics and Stochastic Reports, vol.56 : 205-225, 1996. Zbl0893.58058MR1396761
  4. [4] S. Cohen. Some Markov properties of stochastic differential equations with jumps. Séminaire de Proba. XXIX, LNM1613 : 181-193, 1995. Zbl0833.60060MR1459459
  5. [5] T.G. Kurtz, E. Pardoux, P. Protter. Stratonovich stochastic differential equations driven by general semimartingales. Annales de l'Institut Henri Poincaré, 31(2) : 351-378, 1995. Zbl0823.60046MR1324812
  6. [6] J. Jacod , P. Protter. Une remarque sur les équations différentielles stochastiques à solutions markoviennes. Séminaire de Proba. XXV, LNM1485 : 138-139, 1991. Zbl0741.60051MR1187777
  7. [7] M. Pontier , A. Estrade. Relèvement horizontal d'une semi-martingale càdlàg. Séminaire de Proba. XXVI, LNM1526 : 127-145, 1992. Zbl0764.60047MR1231989
  8. [8] P. Protter. Stochastic integration and differential equations : a new approach. Springer-Verlag, 1990. Zbl0694.60047MR1037262

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.