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

Abstract

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

Information

Published: 2004
First available in Project Euclid: 8 November 2004

zbMATH: 1189.60114
MathSciNet: MR2095564
Digital Object Identifier: 10.1214/154957804100000015

Subjects:
Primary: 60H10
Secondary: 60H30 , 60J75

Keywords: Dirichlet forms , Harmonic functions , Harnack inequality , jumps , Martingale problems , Pathwise uniqueness , Stochastic differential equations

Rights: Copyright © 2004 The Institute of Mathematical Statistics and the Bernoulli Society

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