Richard F. Bass
Published 2003-09-15, updated 2005-11-09Version 2
This paper is a survey of uniqueness results for stochastic differential equations with jumps and regularity results for the corresponding harmonic functions.
Comments: Published at http://dx.doi.org/10.1214/154957804100000015 in the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Journal: Probability Surveys 2004, Vol. 1, 1-19
Yamada-Watanabe results for stochastic differential equations with jumps
Stochastic differential equations with coefficients in Sobolev spaces
Stochastic differential equations with non-lipschitz coefficients: I. Pathwise uniqueness and large deviation
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