Supports for degenerate stochastic differential equations with jumps and applications
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Publication:2244585
DOI10.1016/j.spl.2021.109176zbMath1474.60155arXiv1810.04764WikidataQ115341067 ScholiaQ115341067MaRDI QIDQ2244585
Publication date: 12 November 2021
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.04764
supports; path-independence; degenerate stochastic differential equations with jumps; infinite-dimensional integro-differential equations
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J76: Jump processes on general state spaces