A characterization of Markov solutions for stochastic differential equations with jumps
Séminaire de probabilités de Strasbourg, Volume 31 (1997), pp. 315-321.
@article{SPS_1997__31__315_0,
     author = {Estrade, Anne},
     title = {A characterization of {Markov} solutions for stochastic differential equations with jumps},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     pages = {315--321},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {31},
     year = {1997},
     zbl = {0889.60066},
     mrnumber = {1478740},
     language = {en},
     url = {http://www.numdam.org/item/SPS_1997__31__315_0/}
}
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%A Estrade, Anne
%T A characterization of Markov solutions for stochastic differential equations with jumps
%J Séminaire de probabilités de Strasbourg
%D 1997
%P 315-321
%V 31
%I Springer - Lecture Notes in Mathematics
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Estrade, Anne. A characterization of Markov solutions for stochastic differential equations with jumps. Séminaire de probabilités de Strasbourg, Volume 31 (1997), pp. 315-321. http://www.numdam.org/item/SPS_1997__31__315_0/

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