{
  "id": "1305.4129",
  "version": "v2",
  "published": "2013-05-17T16:39:32.000Z",
  "updated": "2013-07-18T00:59:06.000Z",
  "title": "Jump-diffusion processes in random environments",
  "authors": [
    "Jacek Jakubowski",
    "Mariusz Niewęgłowski"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper we investigate jump-diffusion processes in random environments which are given as the weak solutions to SDE's. We formulate conditions ensuring existence and uniqueness in law of solutions. We investigate Markov property. To prove uniqueness we solve a general martingale problem for \\cadlag processes. This result is of independent interest. In the last section we present application of our results considering generalized exponential Levy model.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2013-07-18T00:59:06.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H20",
      "60H30",
      "60J65",
      "60G55",
      "60G50"
    ],
    "keywords": [
      "jump-diffusion processes",
      "random environments",
      "formulate conditions ensuring existence",
      "general martingale problem",
      "results considering generalized exponential levy"
    ],
    "tags": [
      "journal article"
    ],
    "publication": {
      "doi": "10.1016/j.jde.2014.05.052",
      "journal": "Journal of Differential Equations",
      "year": 2014,
      "month": "Oct",
      "volume": 257,
      "number": 7,
      "pages": 2671
    },
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014JDE...257.2671J"
    }
  }
}