Stochastic calculus for a time-changed semimartingale and the associated stochastic differential equations

DOI10.1007/s10959-010-0320-9zbMath1252.60054arXiv0906.5385OpenAlexW1990932185MaRDI QIDQ639336

Kei Kobayashi

Publication date: 20 September 2011

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0906.5385

zbMATH Keywords

time-changesemimartingale stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Initial value problems for PDEs with pseudodifferential operators (35S10)

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