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Yamada-Watanabe Results for Stochastic Differential Equations with Jumps
Work
Year: 2015
Type: article
Abstract: Recently, Kurtz (2007, 2014) obtained a general version of the Yamada-Watanabe and Engelbert theorems relating existence and uniqueness of weak and strong solutions of stochastic equations covering al... more
Source: International Journal of Stochastic Analysis
Authors Mátyás Barczy, Zenghu Li, Gyula Pap
Institutions University of Debrecen, Beijing Normal University, University of Szeged
Cites: 24
Cited by: 39
Related to: 10
FWCI: 5.365
Citation percentile (by year/subfield): 96.77
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: gold
Funders National Natural Science Foundation of China, National Natural Science Foundation of China, National Natural Science Foundation of China, National Key Research and Development Program of China, National Key Research and Development Program of China +4 more
Grant IDS 2011CB808001, 4.2.4. A/2-11-1-2012-0001, 11131003, 2011CB808001, 4.2.4. A/2-11-1-2012-0001 +4 more