Itô type measure-valued stochastic differential equations

DOI10.1016/J.JMAA.2006.07.029MaRDI QIDQ1001263zbMATH OpenOpenAlexFDO

Authors Feng-Yu Wang

Publication date 17 February 2009

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2006.07.029

zbMATH Keywords

stochastic differential equationdiffusion processPolish spacemeasure-valued process

Mathematics Subject Classification ID

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

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Cited in

(2)

• scientific article; zbMATH DE number 1483980 (Why is no real title available?)
• Itô stochastic differential equations as 2-jets

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