Stochastic equations with discontinuous jump functions

A. V. Logachov; S. Ya Makhno

doi:10.3103/S1055134417040046

Stochastic equations with discontinuous jump functions

Результат исследования: Научные публикации в периодических изданиях › статья

Аннотация

In the present article, we consider a stochastic differential equation that contains an integral with respect to a Poisson measure but avoids the diffusion term. The integrand need not be continuous. We introduce a definition of a solution and prove the existence and uniqueness theorems.

Язык оригинала	английский
Страницы (с-по)	263-273
Число страниц	11
Журнал	Siberian Advances in Mathematics
Том	27
Номер выпуска	4
DOI	https://doi.org/10.3103/S1055134417040046
Состояние	Опубликовано - 1 окт 2017

Доступ к документу

10.3103/S1055134417040046

Link to publication in Scopus

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Цитировать

Logachov, A. V., & Makhno, S. Y. (2017). Stochastic equations with discontinuous jump functions. Siberian Advances in Mathematics, 27(4), 263-273. https://doi.org/10.3103/S1055134417040046

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