Korean Journal of Mathematics

  • 제8권1호
  • /
  • Pages.1-17
  • /
  • 2000
  • /
  • 1976-8605(pISSN)
  • /
  • 2288-1433(eISSN)
강원경기수학회 (The Kangwon-Kyungki Mathematical Society)
권호 표지

THE DENSITY FOR JUMP PROCESSES IN CANONICAL STOCHASTIC DIFFERENTIAL EQUATION

  • Oh, Jae-Pill (Department of Mathematics Kangwon National University)
  • 투고 : 1999.06.15
  • 발행 : 2000.02.28
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초록

The existence of density of process, which is given by canonical stochastic differential equation, can be proved by the Picard's method([5]) also.

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