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math.PR2010
On the comparison theorem for multidimensional SDEs with jumps
Xuehong Zhu
In this note, we give a necessary and sufficient condition under which the comparison theorem holds for multidimensional stochastic differential equations (SDEs) with jumps and for…
math.PR2010★ 5 cited
Backward stochastic viability property with jumps and applications to the comparison theorem for multidimensional BSDEs with jumps
Xuehong Zhu
In this paper, we study conditions under which the solutions of a backward stochastic differential equation with jump remains in a given set of constrains. This property is the so-…
math.PR2010
The viability property of jump diffusion processes on Riemannian manifolds
Xuehong Zhu
In this note, we consider the necessary and sufficient condition for viability property of diffusion processes with jumps on closed submanifolds of with some concrete examp…