Stochastic differential equation driven by a pure-birth process

DOI10.4064/AP78-1-2zbMath1023.34051OpenAlexW1976536994WikidataQ115218233 ScholiaQ115218233MaRDI QIDQ4531930

Marta Tyran-Kamińska

Publication date: 26 May 2002

Published in: Annales Polonici Mathematici (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/ap78-1-2

zbMATH Keywords

Markov operatorweak convergence of measures(time-nonhomogeneous) Markov processesstochastic differential equations driven by jump processes

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Convergence of probability measures (60B10)

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