scientific article; zbMATH DE number 2220058

zbMath1082.60052MaRDI QIDQ5700325

Hiroshi Kunita

Publication date: 28 October 2005

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

zbMATH Keywords

Poisson random measureKolmogorov's continuity criterionsemimartingales with jumpsSDE with jumpsItôs formulaKolmogorov-Totoki's Theorempathwise propertiesstochastic integral for semimartingales

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52)

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