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Stochastic differential equations with jumps. (English) Zbl 1189.60114

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

MSC:

60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60H30 Applications of stochastic analysis (to PDEs, etc.)
60J75 Jump processes (MSC2010)
60-02 Research exposition (monographs, survey articles) pertaining to probability theory
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