Probability Surveys

Stochastic differential equations with jumps

Richard F. Bass

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This paper is a survey of uniqueness results for stochastic differential equations with jumps and regularity results for the corresponding harmonic functions.

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Probab. Surveys, Volume 1 (2004), 1-19.

First available in Project Euclid: 8 November 2004

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60H10: Stochastic ordinary differential equations [See also 34F05]
Secondary: 60H30: Applications of stochastic analysis (to PDE, etc.) 60J75: Jump processes

stochastic differential equations jumps martingale problems pathwise uniqueness Harnack inequality harmonic functions Dirichlet forms


Bass, Richard F. Stochastic differential equations with jumps. Probab. Surveys 1 (2004), 1--19. doi:10.1214/154957804100000015.

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