STOCHASTIC EQUATIONS OF PROCESSES WITH JUMPS

DOI10.1142/S0219493713500068zbMath1297.60038MaRDI QIDQ5414167

Youssef Ouknine, Siham Bouhadou

Publication date: 2 May 2014

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

semimartingalesstochastic differential equationslocal times

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Cites Work

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• Stochastic equations, flows and measure-valued processes
• Stochastic differential equations with jumps
• Stochastic flows associated to coalescent processes
• Strong solutions for stochastic differential equations with jumps
• On the uniqueness of solutions of stochastic differential equations
• One-dimensional stochastic differential equations involving a singular increasing process

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