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On degenerate stochastic equations of Itô type with jumps

V.P. Kurenok

Statistics & Probability Letters, 2008, vol. 78, issue 17, 2917-2925

Abstract: The one-dimensional stochastic equation , where are Borel measurable functions, W is a Brownian motion, and Z is a symmetric stable process of index 0

Date: 2008
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