Stochastic differential equations with jumps
نویسندگان
چکیده
منابع مشابه
Stochastic Differential Equations with Jumps
Gradient estimates and a Harnack inequality are established for the semigroup associated to stochastic differential equations driven by Poisson processes. As applications, estimates of the transition probability density, the compactness and ultraboundedness of the semigroup are studied in terms of the corresponding invariant measure.
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ژورنال
عنوان ژورنال: Probability Surveys
سال: 2004
ISSN: 1549-5787
DOI: 10.1214/154957804100000015