scientific article

zbMath0741.60051MaRDI QIDQ3979061

Jean Jacod, Philip E. Protter

Publication date: 26 June 1992

Full work available at URL: http://www.numdam.org/item?id=SPS_1991__25__138_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

semimartingalesLévy processtransition semigroupstrong Markovstochastich differential equation

Mathematics Subject Classification ID

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

Related Items (6)

The Euler scheme for Lévy driven stochastic differential equations ⋮ Fractional Fokker-Planck-Kolmogorov equations associated with SDEs on a bounded domain ⋮ Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process ⋮ From Markov processes to semimartingales ⋮ Explicit portfolio for unit-linked life insurance contracts with surrender option ⋮ Lévy processes on smooth manifolds with a connection

This page was built for publication: