Stochastic integrators with stationary independent increments

DOI10.1007/BF00534946zbMath0458.60058MaRDI QIDQ3908266

Klaus Bichteler

Publication date: 1981

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

stability of solutionsLevy-Khintchine formula

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov processes (60J99)

Related Items (3)

The Euler scheme for Lévy driven stochastic differential equations ⋮ Integrability and Regularity of the Flow of Stochastic Differential Equations with Jumps ⋮ Characterizing Yang-Mills fields by stochastic parallel transport

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