Weak solutions to gamma-driven stochastic differential equations

DOI10.1016/j.indag.2023.03.004arXiv2108.11891OpenAlexW3194809414MaRDI QIDQ6041362

Peter Spreij, Denis Belomestny, Shota Gugushvili, Moritz Schauer

Publication date: 26 May 2023

Published in: Indagationes Mathematicae. New Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.11891

zbMATH Keywords

stochastic differential equationgamma process

Mathematics Subject Classification ID

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

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