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Stochastic differential equations with jumps

Probability Surveys (2004) 1(1) 1-19
DOI: 10.1214/154957804100000015
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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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APA

Bass, R. F. (2004). Stochastic differential equations with jumps. Probability Surveys, 1(1), 1–19. https://doi.org/10.1214/154957804100000015

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