scientific article; zbMATH DE number 3905577

MaRDI QIDQ3683291zbMATH OpenFDO

Authors Rémi Léandre

Publication date 1985

Full work available at URL http://www.numdam.org/item?id=SPS_1985__19__271_0, https://eudml.org/doc/113522

zbMATH Keywords

semimartingalestochastic flows

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 4036838
• scientific article; zbMATH DE number 3956138
• scientific article; zbMATH DE number 956698
• On properties of a flow generated by an SDE with discontinuous drift
• On differentiability of stochastic flow for a multidimensional SDE with discontinuous drift

Cited in

(8)

• Asymptotic behavior of the transition density for jump type processes in small time
• Differential equations with boundary conditions perturbed by a Poisson noise.
• On the existence of smooth densities for jump processes
• Using moment approximations to study the density of jump driven SDEs
• Asymptotic expansions for SDE's with small multiplicative noise
• Dynamic utility and related nonlinear SPDEs driven by Lévy noise
• Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise
• General matrix-valued inhomogeneous linear stochastic differential equations and applications

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3683291)