Stochastic differential equations with jumps.

Bass, Richard F.

Probability Surveys [electronic only] (2004)

  • Volume: 1, page 1-19
  • ISSN: 1549-5787

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Bass, Richard F.. "Stochastic differential equations with jumps.." Probability Surveys [electronic only] 1 (2004): 1-19. <http://eudml.org/doc/224892>.

@article{Bass2004,
author = {Bass, Richard F.},
journal = {Probability Surveys [electronic only]},
keywords = {stochastic differential equations; jumps; martingale problems; pathwise uniqueness; Harnack inequality; harmonic functions; Dirichlet forms},
language = {eng},
pages = {1-19},
publisher = {Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society},
title = {Stochastic differential equations with jumps.},
url = {http://eudml.org/doc/224892},
volume = {1},
year = {2004},
}

TY - JOUR
AU - Bass, Richard F.
TI - Stochastic differential equations with jumps.
JO - Probability Surveys [electronic only]
PY - 2004
PB - Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society
VL - 1
SP - 1
EP - 19
LA - eng
KW - stochastic differential equations; jumps; martingale problems; pathwise uniqueness; Harnack inequality; harmonic functions; Dirichlet forms
UR - http://eudml.org/doc/224892
ER -

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