Stochastic calculus for a time-changed semimartingale and the associated stochastic differential equations
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Publication:639336
DOI10.1007/s10959-010-0320-9zbMath1252.60054arXiv0906.5385MaRDI QIDQ639336
Publication date: 20 September 2011
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0906.5385
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H05: Stochastic integrals
35S10: Initial value problems for PDEs with pseudodifferential operators
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