Stochastic differential equations with jumps
Probability
2007-05-23 v2
Abstract
This paper is a survey of uniqueness results for stochastic differential equations with jumps and regularity results for the corresponding harmonic functions.
Cite
@article{arxiv.math/0309246,
title = {Stochastic differential equations with jumps},
author = {Richard F. Bass},
journal= {arXiv preprint arXiv:math/0309246},
year = {2007}
}
Comments
Published at http://dx.doi.org/10.1214/154957804100000015 in the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org)