On degenerate stochastic equations of Itô type with jumps
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Publication:956367
DOI10.1016/j.spl.2008.05.001zbMath1153.60353MaRDI QIDQ956367
Publication date: 25 November 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.05.001
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J65: Brownian motion
60G44: Martingales with continuous parameter
60J60: Diffusion processes
Cites Work
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