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 |
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Страницы (с-по) | 263-273 |
Число страниц | 11 |
Журнал | Siberian Advances in Mathematics |
Том | 27 |
Номер выпуска | 4 |
DOI | |
Состояние | Опубликовано - 1 окт 2017 |