Repr�sentation des processus ponctuels multivari�s � l'aide d'un processus de Poisson
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Publication:4131394
DOI10.1007/BF00535181zbMATH Open0359.60065MaRDI QIDQ4131394FDOQ4131394
Authors: Nicole El Karoui, J.-P. Lepeltier
Publication date: 1977
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Cites Work
Cited In (23)
- McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets
- Title not available (Why is that?)
- Stochastic control of SDEs associated with Lévy generators and application to financial optimization
- Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization
- A stability result for solutions of stochastic equations driven by point processes
- Random time change and an integral representation for marked stopping times
- Harmonic functions for a class of integro-differential operators
- Theory of stochastic processes
- Existence and uniqueness of solutions of the martingale problem on branched manifolds
- Regularity of semigroups generated by Lévy type operators via coupling
- Title not available (Why is that?)
- An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes
- Littlewood-Paley-Stein estimates for non-local Dirichlet forms
- Reflecting or sticky Markov processes with Lévy generators as the limit of storage processes
- On large deviations for particle systems associated with spatially homogeneous Boltzmann type equations
- Martingale measures and stochastic calculus
- A weak solution theory for stochastic Volterra equations of convolution type
- �quations de type de Boltzmann, spatialement homog�nes
- Probabilistic representations of fragmentation equations
- Application of the lent particle method to Poisson-driven SDEs
- Birth death swap population in random environment and aggregation with two timescales
- Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model
- Construction of continuous-state branching processes in varying environments
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