On degenerate stochastic equations of Itô type with jumps

DOI10.1016/J.SPL.2008.05.001zbMATH Open1153.60353OpenAlexW2074297310MaRDI QIDQ956367FDOQ956367

V. P. Kurenok

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

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Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

Cites Work

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• Stopping times and tightness
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• On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
• A note on 𝐿₂-estimates for stable integrals with drift
• On one-dimensional stochastic differential equations driven by stable processes
• Title not available (Why is that?)
• Stochastic equations and krylov's estimates for semimartingales
• On driftless one-dimensional sdes with time-dependent diffusion coefficients

Cited In (1)

• Itô stochastic differential equations as 2-jets

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