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20122022
most citedAsymptotic equivalence of jumps Lévy processes and their discrete counterpart

2 citations · 2 across the 4 of their papers we have counts for

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Showing 2016 · math.PRShow all

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math.PR2016

Time inhomogeneous Stochastic Differential Equations involving the local time of the unknown process, and associated parabolic operators

Pierre Etoré, Miguel Martinez

In this paper we study time-inhomogeneous versions of one-dimensional Stochastic Differential Equations (SDE) involving the Local Time of the unknown process on curves. After provi…