Stochastic differential equations with jumps
arXiv:math/0309246 · doi:10.1214/154957804100000015
Abstract
This paper is a survey of uniqueness results for stochastic differential equations with jumps and regularity results for the corresponding harmonic functions.
Published at http://dx.doi.org/10.1214/154957804100000015 in the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org)