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Stochastic equations with discontinuous jump functions. / Logachov, A. V.; Makhno, S. Ya.

In: Siberian Advances in Mathematics, Vol. 27, No. 4, 01.10.2017, p. 263-273.

Research output: Contribution to journal › Article › peer-review

Harvard

Logachov, AV & Makhno, SY 2017, 'Stochastic equations with discontinuous jump functions', Siberian Advances in Mathematics, vol. 27, no. 4, pp. 263-273. https://doi.org/10.3103/S1055134417040046

APA

Logachov, A. V., & Makhno, S. Y. (2017). Stochastic equations with discontinuous jump functions. Siberian Advances in Mathematics, 27(4), 263-273. https://doi.org/10.3103/S1055134417040046

Vancouver

Logachov AV, Makhno SY. Stochastic equations with discontinuous jump functions. Siberian Advances in Mathematics. 2017 Oct 1;27(4):263-273. doi: 10.3103/S1055134417040046

Author

Logachov, A. V. ; Makhno, S. Ya. / Stochastic equations with discontinuous jump functions. In: Siberian Advances in Mathematics. 2017 ; Vol. 27, No. 4. pp. 263-273.

BibTeX

@article{bf31bf8267f34d42891e0873ac334170,
title = "Stochastic equations with discontinuous jump functions",
abstract = "In the present article, we consider a stochastic differential equation that contains an integral with respect to a Poisson measure but avoids the diffusion term. The integrand need not be continuous. We introduce a definition of a solution and prove the existence and uniqueness theorems.",
keywords = "differential inclusions, Poisson measure, stochastic differential equation",
author = "Logachov, {A. V.} and Makhno, {S. Ya}",
year = "2017",
month = oct,
day = "1",
doi = "10.3103/S1055134417040046",
language = "English",
volume = "27",
pages = "263--273",
journal = "Siberian Advances in Mathematics",
issn = "1055-1344",
publisher = "PLEIADES PUBLISHING INC",
number = "4",

}

RIS

TY - JOUR

T1 - Stochastic equations with discontinuous jump functions

AU - Logachov, A. V.

AU - Makhno, S. Ya

PY - 2017/10/1

Y1 - 2017/10/1

N2 - In the present article, we consider a stochastic differential equation that contains an integral with respect to a Poisson measure but avoids the diffusion term. The integrand need not be continuous. We introduce a definition of a solution and prove the existence and uniqueness theorems.

AB - In the present article, we consider a stochastic differential equation that contains an integral with respect to a Poisson measure but avoids the diffusion term. The integrand need not be continuous. We introduce a definition of a solution and prove the existence and uniqueness theorems.

KW - differential inclusions

KW - Poisson measure

KW - stochastic differential equation

UR - http://www.scopus.com/inward/record.url?scp=85036518815&partnerID=8YFLogxK

U2 - 10.3103/S1055134417040046

DO - 10.3103/S1055134417040046

M3 - Article

AN - SCOPUS:85036518815

VL - 27

SP - 263

EP - 273

JO - Siberian Advances in Mathematics

JF - Siberian Advances in Mathematics

SN - 1055-1344

IS - 4

ER -

ID: 9078989