Yamada-Watanabe results for stochastic differential equations with jumps
From MaRDI portal
Publication:274849
DOI10.1155/2015/460472zbMath1337.60116arXiv1312.4485OpenAlexW1978264643WikidataQ59111185 ScholiaQ59111185MaRDI QIDQ274849
Gyula Pap, Mátyás Barczy, Zhenghu Li
Publication date: 25 April 2016
Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.4485
Related Items (24)
\(L^{p}\)-Wasserstein distance for stochastic differential equations driven by Lévy processes ⋮ Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise ⋮ Multifractality of jump diffusion processes ⋮ Moment formulas for multitype continuous state and continuous time branching process with immigration ⋮ Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes ⋮ General selection models: Bernstein duality and minimal ancestral structures ⋮ Jump stochastic differential equations with non-Lipschitz and superlinearly growing coefficients ⋮ Regularity of semigroups for SDEs driven by Lévy noises with one-sided Lipschitz continuous drift ⋮ The seed bank coalescent with simultaneous switching ⋮ Moran models and Wright–Fisher diffusions with selection and mutation in a one-sided random environment ⋮ Particle systems with coordination ⋮ Foreign exchange options on Heston-CIR model under Lévy process framework ⋮ Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity ⋮ On Λ-Fleming–Viot processes with general frequency-dependent selection ⋮ Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises ⋮ Skeletal stochastic differential equations for continuous-state branching processes ⋮ Gradient estimates and exponential ergodicity for mean-field SDEs with jumps ⋮ Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling ⋮ Uniqueness of the nonlinear Schrödinger equation driven by jump processes ⋮ Harnack inequalities for McKean-Vlasov SDEs driven by subordinate Brownian motions ⋮ Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration ⋮ The dual Yamada–Watanabe theorem for mild solutions to stochastic partial differential equations ⋮ Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration ⋮ Hölder continuity of semigroups for time changed symmetric stable processes
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Jump type SDEs for self-similar processes
- Stochastic equations, flows and measure-valued processes
- Strong solutions of jump-type stochastic equations
- Weak and strong solutions of general stochastic models
- Asymptotic behavior of unstable INAR(\(p\)) processes
- The Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations
- Theory of stochastic differential equations with jumps and applications.
- Strong solutions for stochastic differential equations with jumps
- The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities
- Yamada-Watanabe theorem for stochastic evolution equation driven by Poisson random measure
- On the uniqueness of solutions of stochastic differential equations
- Lévy Processes and Stochastic Calculus
- Weak and strong solutions of stochastic differential equations
- On the theorem of T. Yamada and S. Watanabe
- Asymptotic Statistics
- On the Uniqueness in Law and the Pathwise Uniqueness for Stochastic Differential Equations
- Uniqueness for stochastic evolution equations in Banach spaces
- Measure Theory
This page was built for publication: Yamada-Watanabe results for stochastic differential equations with jumps
