Stochastic differential equations with jumps

Stochastic differential equations with jumps
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带跳跃的随机微分方程

DOI:
10.1214/154957804100000015
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发表时间:
2003
影响因子:
1.6
通讯作者:
Richard F. Bass
Richard F. Bass
中科院分区:
--
文献类型:
--
作者:
Richard F. Bass

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本文是对唯一性结果的综述 带跳随机微分方程 以及相应调和函数的正则性结果。
This paper is a survey of uniqueness results for stochastic differential equations with jumps and regularity results for the corresponding harmonic functions.