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On the аsymptotics of solutions of stochastic differential equations with jumps

UDC 519.21 Consider a one-dimensional stochastic differential equation with jumps&nbsp;$$dX(t) = a(X(t))dt + \sum_{k = 1}^m b_k(X(t-))dZ_k(t),$$&nbsp;where $Z_k,$ $k \in \{1, 2, \ldots , m\},$&nbsp; are independent centered L\'evy processes with finite second moments...

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Datum:	2023
Hauptverfasser:	Yuskovych , V., Юськович, Віктор
Format:	Artikel
Sprache:	Ukrainisch
Veröffentlicht:	Institute of Mathematics, NAS of Ukraine 2023
Online Zugang:	https://umj.imath.kiev.ua/index.php/umj/article/view/7684
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!
Назва журналу:	Ukrains’kyi Matematychnyi Zhurnal
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