Lévy measure with generalized polar decomposition and the associated sde with jumps

DOI10.1080/17442509208833748zbMath0753.60073OpenAlexW2030223057MaRDI QIDQ3991737

Masaaki Tsuchiya

Publication date: 28 June 1992

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509208833748

zbMATH Keywords

Lévy measuregeneralized polar decompositionexistence and uniqueness of the solutionsLévy generator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Random measures (60G57)

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