scientific article; zbMATH DE number 1144391

MaRDI QIDQ4384412zbMATH OpenFDO

Authors E. V. Filimonov

Publication date 21 April 1998

zbMATH Keywords

martingalestochastic differential equationBanach spacerandom operatorstochastic integralnonasymptotic estimateItô formulaimmobile pointinteger-valued measure

Mathematics Subject Classification ID

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

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Cited in

(1)

• Exponential ergodicity of the solutions to SDE's with a jump noise

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