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.


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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