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