Stochastic equations of non-negative processes with jumps

Author:

Fu Zongfei,Li Zenghu

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference20 articles.

1. Stopping times and tightness;Aldous;Ann. Probab.,1978

2. Stochastic differential equations driven by symmetric stable processes;Bass,2003

3. Stochastic differential equations with jumps;Bass;Probab. Surv.,2004

4. Stochastic differential equations driven by stable processes for which pathwise uniqueness fails;Bass;Stochastic Process. Appl.,2004

5. Stochastic flows associated to coalescent processes III: Limit theorems;Bertoin;Illinois J. Math.,2006

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