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作 者:Huiyan Zhao Chunhua Hu Siyan Xu Huiyan Zhao;Chunhua Hu;Siyan Xu(School of Applied Mathematics, Beijing Normal University Zhuhai, Zhuhai, China;School of Science, Ningbo University, Ningbo, China)
机构地区:[1]School of Applied Mathematics, Beijing Normal University Zhuhai, Zhuhai, China [2]School of Science, Ningbo University, Ningbo, China
出 处:《Applied Mathematics》2016年第8期784-792,共9页应用数学(英文)
摘 要:We give an extension result of Watanabe’s characterization for 2-dimensional Poisson processes. By using this result, the equivalence of uniqueness in law and joint uniqueness in law is proved for one-dimensional stochastic differential equations driven by Poisson processes. After that, we give a simplified Engelbert theorem for the stochastic differential equations of this type.We give an extension result of Watanabe’s characterization for 2-dimensional Poisson processes. By using this result, the equivalence of uniqueness in law and joint uniqueness in law is proved for one-dimensional stochastic differential equations driven by Poisson processes. After that, we give a simplified Engelbert theorem for the stochastic differential equations of this type.
关 键 词:Uniqueness in Law Joint Uniqueness in Law Poisson Process Engelbert Theorem
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