CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS
From MaRDI portal
Publication:4704828
DOI10.2206/kyushujm.53.265zbMath0951.60075MaRDI QIDQ4704828
Hiroshi Kunita, Tsukasa Fujiwara
Publication date: 18 December 2000
Published in: Kyushu Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2206/kyushujm.53.265
60H99: Stochastic analysis
Related Items
Support theorem for jump processes of canonical type, Synchronization of systems of Marcus canonical equations driven by \(\alpha \)-stable noises, Malliavin calculus on the Wiener-Poisson space and its application to canonical SDE with jumps, Stochastic flows of diffeomorphisms on manifolds driven by infinite-dimensional semimartingales with jumps.