Stochastic differential equations with jumps (Q980729)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic differential equations with jumps |
scientific article |
Statements
Stochastic differential equations with jumps (English)
0 references
29 June 2010
0 references
stochastic differential equations
0 references
jumps
0 references
martingale problems
0 references
pathwise uniqueness
0 references
Harnack inequality
0 references
harmonic functions
0 references
Dirichlet forms
0 references