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Modern Stochastics: Theory and Applications


 
Keywords: Poisson measure   
 

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Convergence of hitting times for jump-diffusion processes
   
Georgiy Shevchenko  
https://doi.org/10.15559/15-VMSTA32
Pub. online: 23 Sep 2015      Type: Research Article      Open accessOpen Access
Journal:  Modern Stochastics: Theory and Applications Volume 2, Issue 3 (2015): PRESTO-2015, pp. 203–218
   Abstract
Strong uniqueness of solutions of stochastic differential equations with jumps and non-Lipschitz random coefficients
   
G. Kulinich   S. Kushnirenko  
https://doi.org/10.15559/vmsta-2014.1.1.6
Pub. online: 27 Jun 2014      Type: Research Article      Open accessOpen Access
Journal:  Modern Stochastics: Theory and Applications Volume 1, Issue 1 (2014), pp. 65–72
   Abstract


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