On degenerate stochastic equations of Itô type with jumps

DOI10.1016/j.spl.2008.05.001zbMath1153.60353OpenAlexW2074297310MaRDI QIDQ956367

Vladimir P. Kurenok

Publication date: 25 November 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.05.001

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Martingales with continuous parameter (60G44) Diffusion processes (60J60)

Cites Work

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