Stochastic equations with discontinuous jump functions

DOI10.3103/S1055134417040046MaRDI QIDQ5374066zbMATH OpenOpenAlexFDO

Authors A. V. Logachov, S. Ya. Makhno

Publication date 6 April 2018

Published in Siberian Advances in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s1055134417040046

zbMATH Keywords

differential inclusionPoisson measurestochastic differential equation

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(7)

• On sequential construction of solutions of stochastic differential equations with jump terms
• Stochastic serotonin model with discontinuous drift
• Differential and integral equations for jump random motions
• scientific article; zbMATH DE number 4034803 (Why is no real title available?)
• scientific article; zbMATH DE number 1144391 (Why is no real title available?)
• The first integrals for systems of stochastic differential equations with jumps
• STOCHASTIC EQUATIONS OF PROCESSES WITH JUMPS

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