scientific article; zbMATH DE number 19572

zbMATH Open0741.60051MaRDI QIDQ3979061FDOQ3979061

Authors: Jean Jacod, Philip Protter 

Publication date: 26 June 1992

Full work available at URL: http://www.numdam.org/item?id=SPS_1991__25__138_0

Title of this publication is not available (Why is that?)

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zbMATH Keywords

semimartingalestransition semigroupstrong MarkovLévy processstochastich differential equation

Mathematics Subject Classification ID

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

Cited In (10)

• Lévy processes on smooth manifolds with a connection
• From Markov processes to semimartingales
• Title not available (Why is that?)
• The Euler scheme for Lévy driven stochastic differential equations
• Explicit portfolio for unit-linked life insurance contracts with surrender option
• The entrance laws of self-similar Markov processes and exponential functionals of Lévy processes
• Fractional Fokker-Planck-Kolmogorov equations associated with SDEs on a bounded domain
• Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process
• Title not available (Why is that?)
• On the Markov–Kolmogorov Principle For Stochastic Differential Equations

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