On sequential construction of solutions of stochastic differential equations with jump terms (Q1098171)

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On sequential construction of solutions of stochastic differential equations with jump terms
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    On sequential construction of solutions of stochastic differential equations with jump terms (English)
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    1988
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    Solutions of stochastic differential equations with jump terms are constructed by piecing together diffusions at the jump times \(\tau_ n\). In particular, conditions are given which insure that \(\tau_{n+1}- \tau_ n>0\) with probability one and \(\tau_ n\to \infty\) as \(n\to \infty\) with probability one, so that the construction can be carried out on the time interval [0,\(\infty)\).
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    stochastic differential equations with jump terms
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