| dc.date.accessioned | 2013-05-30T10:25:09Z | |
| dc.date.available | 2013-05-30T10:25:09Z | |
| dc.date.issued | 2004 | en_US |
| dc.date.submitted | 2009-11-30 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10852/10616 | |
| dc.description.abstract | In this paper we obtain existence and uniqueness of solutions of forward stochastic differential equations driven by compensated Poisson random measures. To this end, an Itô-Ventzell formula for jump processes is proved and the flow properties of solutions of stochastic differential equations driven by compensated Poisson random measures are studied. | eng |
| dc.language.iso | eng | en_US |
| dc.relation.ispartof | Preprint series. Pure mathematics http://urn.nb.no/URN:NBN:no-8076 | en_US |
| dc.relation.uri | http://urn.nb.no/URN:NBN:no-8076 | |
| dc.rights | © The Author(s) (2004). This material is protected by copyright law. Without explicit authorisation, reproduction is only allowed in so far as it is permitted by law or by agreement with a collecting society. | |
| dc.title | The Itô-Ventzell Formula and Forward Stochastic Differential Equations Driven by Poisson Random Measures | en_US |
| dc.type | Research report | en_US |
| dc.date.updated | 2013-05-23 | en_US |
| dc.rights.holder | Copyright 2004 The Author(s) | |
| dc.creator.author | Øksendal, Bernt | en_US |
| dc.creator.author | Zhang, Tusheng | en_US |
| dc.subject.nsi | VDP::410 | en_US |
| dc.identifier.urn | URN:NBN:no-23669 | en_US |
| dc.type.document | Forskningsrapport | en_US |
| dc.identifier.duo | 97461 | en_US |
| dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/10616/1/pm21-04.pdf | |