On the existence and uniqueness of solutions to stochastic differential equations of mixed Brownian and Poissonian sheet type.

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Publication:1888783


DOI10.1016/S0304-4149(01)00088-6zbMath1053.60068MaRDI QIDQ1888783

Jicheng Liu

Publication date: 26 November 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)


60G60: Random fields

60H15: Stochastic partial differential equations (aspects of stochastic analysis)


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