Integrability and Regularity of the Flow of Stochastic Differential Equations with Jumps

DOI10.1137/S0040585X97T989830zbMath1437.60031arXiv1902.03542OpenAlexW3001024692MaRDI QIDQ5107658

Jean-Christophe Breton, Nicolas Privault

Publication date: 28 April 2020

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.03542

zbMATH Keywords

Markov semigroupsstochastic flowsPoisson random measuresstochastic differential equations with jumpsmoment bounds

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Random measures (60G57)

Related Items (2)

Stochastic SIR Lévy jump model with heavy-tailed increments ⋮ Wasserstein distance estimates for stochastic integrals by forward-backward stochastic calculus

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• Stochastic Integration with Jumps

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