scientific article

zbMath0567.60058MaRDI QIDQ3683291

Rémi Léandre

Publication date: 1985

Full work available at URL: http://www.numdam.org/item?id=SPS_1985__19__271_0

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zbMATH Keywords

stochastic flowssemimartingale

Mathematics Subject Classification ID

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

Related Items (8)

Differential equations with boundary conditions perturbed by a Poisson noise. ⋮ Asymptotic behavior of the transition density for jump type processes in small time ⋮ Using moment approximations to study the density of jump driven SDEs ⋮ DYNAMIC UTILITY AND RELATED NONLINEAR SPDES DRIVEN BY LÉVY NOISE ⋮ On the existence of smooth densities for jump processes ⋮ Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise ⋮ General matrix-valued inhomogeneous linear stochastic differential equations and applications ⋮ Asymptotic expansions for SDE's with small multiplicative noise

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