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DC Field | Value | Language |
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dc.contributor.author | León, J. A. (León Vázquez, Jorge A.) | - |
dc.contributor.author | Márquez, David (Márquez Carreras) | - |
dc.contributor.author | Vives i Santa Eulàlia, Josep, 1963- | - |
dc.date.accessioned | 2013-05-15T09:03:38Z | - |
dc.date.available | 2013-05-15T09:03:38Z | - |
dc.date.issued | 2012-10-05 | - |
dc.identifier.issn | 1083-6489 | - |
dc.identifier.uri | http://hdl.handle.net/2445/43446 | - |
dc.description.abstract | In this paper we study the existence of a unique solution for linear stochastic differential equations driven by a Lévy process, where the initial condition and the coefficients are random and not necessarily adapted to the underlying filtration. Towards this end, we extend the method based on Girsanov transformations on Wiener space and developped by Buckdahn [7] to the canonical Lévy space, which is introduced in [25]. | - |
dc.format.extent | 26 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | - |
dc.publisher | Institute of Mathematical Statistics (IMS) and the Bernoulli Society for Mathematical Statistics and Probability | - |
dc.relation.isformatof | Reproducció del document publicat a: http://dx.doi.org/10.1214/EJP.v17-1910 | - |
dc.relation.ispartof | Electronic Journal of Probability, 2012, vol. 17, num. 89, p. 1-26 | - |
dc.relation.uri | http://dx.doi.org/10.1214/EJP.v17-1910 | - |
dc.rights | cc-by (c) León, J. A. (León Vázquez, Jorge A.) et al., 2012 | - |
dc.rights.uri | http://creativecommons.org/licenses/by/3.0/es | - |
dc.source | Articles publicats en revistes (Matemàtiques i Informàtica) | - |
dc.subject.classification | Anàlisi estocàstica | - |
dc.subject.classification | Processos estocàstics | - |
dc.subject.other | Analyse stochastique | - |
dc.subject.other | Stochastic processes | - |
dc.title | Anticipating linear stochastic differential equations driven by a Lévy process | - |
dc.type | info:eu-repo/semantics/article | - |
dc.type | info:eu-repo/semantics/publishedVersion | - |
dc.identifier.idgrec | 625911 | - |
dc.date.updated | 2013-05-15T09:03:38Z | - |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | - |
Appears in Collections: | Articles publicats en revistes (Matemàtiques i Informàtica) |
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625911.pdf | 297.42 kB | Adobe PDF | View/Open |
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