On sequential construction of solutions of stochastic differential equations with jump terms

DOI10.1016/0167-6911(88)90000-XzbMath0636.60062OpenAlexW1965588464MaRDI QIDQ1098171

Krishna B. Athreya, Wolfgang Kliemann, Giorgio Koch

Publication date: 1988

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: http://www.sciencedirect.com/science/journal/01676911

zbMATH Keywords

stochastic differential equations with jump terms

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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