Stochastic invariance of closed sets for jump-diffusions with non-Lipschitz coefficients (Q2411775)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic invariance of closed sets for jump-diffusions with non-Lipschitz coefficients |
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Stochastic invariance of closed sets for jump-diffusions with non-Lipschitz coefficients (English)
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25 October 2017
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stochastic differential equation
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jumps
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semimartingale
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stochastic invariance
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