科研之友
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摘要
A comparison principle for stochastic integro-differential equations driven by L,vy processes is proved. This result is obtained via an extension of an It formula, proved by N.V. Krylov, for the square of the norm of the positive part of L (2) - valued, continuous semimartingales, to the case of discontinuous semimartingales.
- 出版日期2014-11
