Anticipating linear stochastic differential equations driven by a Lévy process

DOI10.1214/EJP.v17-1910zbMath1260.60108arXiv1207.1692MaRDI QIDQ456247

David Márquez-Carreras, Josep Vives, Jorge A. Leon

Publication date: 23 October 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.1692

zbMATH Keywords

Malliavin calculuspathwise integralSkorohod integralcanonical Lévy spaceGirsanov tranformationsLévy and Poisson measures

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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