scientific article; zbMATH DE number 19572

zbMATH Open0741.60051MaRDI QIDQ3979061FDOQ3979061

Philip Protter, Jean Jacod

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?)

zbMATH Keywords

semimartingalestransition semigroupstrong MarkovLévy processstochastich differential equation

Mathematics Subject Classification ID

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

Cited In (9)

• 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
• On the Markov–Kolmogorov Principle For Stochastic Differential Equations

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