On Strong Solutions of Itô Stochastic Equations with Jumps
- 1 January 1988
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 32 (1) , 148-152
- https://doi.org/10.1137/1132019
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
- On Strong Solutions of Stochastic Equations with Degenerate CoefficientsTheory of Probability and Its Applications, 1985
- ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONSMathematics of the USSR-Sbornik, 1981
- ABSOLUTE CONTINUITY AND SINGULARITY OF LOCALLY ABSOLUTELY CONTINUOUS PROBABILITY DISTRIBUTIONS. IMathematics of the USSR-Sbornik, 1979
- Weak Markov solutions of stochastic equationsLithuanian Mathematical Journal, 1977
- A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFTMathematics of the USSR-Sbornik, 1974
- Stochastic Differential EquationsPublished by Springer Nature ,1972
- On the uniqueness of solutions of stochastic differential equationsKyoto Journal of Mathematics, 1971