On the аsymptotics of solutions of stochastic differential equations with jumps
UDC 519.21 Consider a one-dimensional stochastic differential equation with jumps $$dX(t) = a(X(t))dt + \sum_{k = 1}^m b_k(X(t-))dZ_k(t),$$ where $Z_k,$ $k \in \{1, 2, \ldots , m\},$  are independent centered L\'evy processes with finite second moments...
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| Date: | 2023 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Ukrainian |
| Published: |
Institute of Mathematics, NAS of Ukraine
2023
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/7684 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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