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SDEs driven by SDE solutions - MaRDI portal

SDEs driven by SDE solutions (Q2929556)

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scientific article; zbMATH DE number 6369080
Language Label Description Also known as
English
SDEs driven by SDE solutions
scientific article; zbMATH DE number 6369080

    Statements

    author
    Alexander Schnurr
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    publication date
    12 November 2014
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    zbMATH Keywords
    stochastic differential equations
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    Feller processes
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    Lévy processes
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    Itō processes
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    arXiv classification
    math.PR
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    title
    SDEs driven by SDE solutions (English)
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    60G51
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    60J75
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    60H20
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    60G17
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    47G30
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    zbMATH DE Number
    6369080
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    arXiv ID
    1103.3364
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