A CLASS OF NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS(SDES) WITH JUMPS DERIVED BY PARTICLE REPRESENTATIONS

DOI10.4134/JKMS.2005.42.2.269zbMath1072.60046MaRDI QIDQ4673266

Youngmee Kwon, Hye-Jeong Kang

Publication date: 29 April 2005

Published in: Journal of the Korean Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

Poisson random measuremany particle systemsystem of SDEsweighted empirical measure

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57)

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