Stochastic differential equations with jumps

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)

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