On the properties of solutions to S.D.E. of mixed martingale and Poisson sheet type in the plane

MaRDI QIDQ5485178zbMATH OpenFDO

Authors Pingbing Liu, Xu-yan Xiang

Publication date 29 August 2006

zbMATH Keywords

mixed typetwo-parameter martingale

Mathematics Subject Classification ID

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

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Cited in

(2)

• On the existence and uniqueness of solutions to stochastic differential equations of mixed Brownian and Poissonian sheet type.
• Comparison theorem for strong solution of two-parameter Poisson type stochastic differential equation

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