Properties of solutions of stochastic differential equations with random coefficients, non-Lipschitzian diffusion, and Poisson measures
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Publication:3114544
DOI10.1090/S0094-9000-2011-00824-1zbMath1232.60048MaRDI QIDQ3114544
Publication date: 19 February 2012
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
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Related Items (3)
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Cites Work
- Asymptotic ruin probabilities and optimal investment
- A Theory of the Term Structure of Interest Rates
- Convergence of discretized stochastic (interest rate) processes with stochastic drift term
- Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure
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