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Publication:3938298
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zbMath0479.60063MaRDI QIDQ3938298

Jean Jacod

Publication date: 1982

Full work available at URL: http://www.numdam.org/item?id=SPS_1982__16__442_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


Mathematics Subject Classification ID

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


Related Items (7)

Strict positivity of the density for simple jump processes using the tools of support theorems. Application to the Kac equation without cutoff ⋮ Existence and regularity study for two-dimensional Kac equation without cutoff by a probabilistic approach. ⋮ Time changes and stationarity issues for extended scalar autoregressive models ⋮ General matrix-valued inhomogeneous linear stochastic differential equations and applications ⋮ Existence and smoothness of transition density for jump-type Markov processes: Applications of Malliavin calculus ⋮ Existence of densities for jumping stochastic differential equations ⋮ Existence and regularity of a weak function-solution for some Landau equations with a stochastic approach.




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