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Some Markov properties of stochastic differential equations with jumps

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Séminaire de Probabilités XXIX

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1613))

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Authors and Affiliations

  1. CERMA-ENPC La Courtine URA CNRS 1502, 93167, Noisy-le-Grand Cedex

    S. Cohen

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  1. S. Cohen
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Jacques Azéma Michel Emery Paul André Meyer Marc Yor

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© 1995 Springer-Verlag

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Cohen, S. (1995). Some Markov properties of stochastic differential equations with jumps. In: Azéma, J., Emery, M., Meyer, P.A., Yor, M. (eds) Séminaire de Probabilités XXIX. Lecture Notes in Mathematics, vol 1613. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0094210

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  • DOI: https://doi.org/10.1007/BFb0094210

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-60219-4

  • Online ISBN: 978-3-540-44744-3

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