Stochastic differential equations with jumps
From MaRDI portal
Publication:980729
DOI10.1214/154957804100000015zbMath1189.60114arXivmath/0309246OpenAlexW2109194123MaRDI QIDQ980729
Publication date: 29 June 2010
Published in: Probability Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0309246
jumpsHarnack inequalitystochastic differential equationsDirichlet formsharmonic functionsmartingale problemspathwise uniqueness
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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