Korean Journal of Mathematics
- Volume 8 Issue 1
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- Pages.1-17
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- 2000
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- 1976-8605(pISSN)
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- 2288-1433(eISSN)
THE DENSITY FOR JUMP PROCESSES IN CANONICAL STOCHASTIC DIFFERENTIAL EQUATION
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Oh, Jae-Pill
(Department of Mathematics Kangwon National University)
- Received : 1999.06.15
- Published : 2000.02.28
Abstract
The existence of density of process, which is given by canonical stochastic differential equation, can be proved by the Picard's method([5]) also.