A uniqueness result on cauchy problem related to jump-type markov processes with unbounded characteristics


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Please use this identifier to cite or link to this item:http://hdl.handle.net/2115/5926

Title:	A uniqueness result on cauchy problem related to jump-type markov processes with unbounded characteristics
Authors:	Mikami, Toshio¹ Browse this author
Authors(alt):	三上, 敏夫¹
Issue Date:	2002
Publisher:	Taylor & Francis
Journal Title:	Stochastic Analysis and Applications
Volume:	20
Issue:	2
Start Page:	389
End Page:	413
Publisher DOI:	10.1081/SAP-120003441
Abstract:	We give a sufficient condition for the uniqueness of solutions to Cauchy problem related to jump-type Markov processes with unbounded characteristics, by way of the exponential martingales and Chebychev’s inequality. We also give an existence theorem for a class of functional-differential equations by a probabilistic method to show that our result is not meaningless.
Description URI:	http://www.taylorandfrancisgroup.com/
Type:	article (author version)
URI:	http://hdl.handle.net/2115/5926
Appears in Collections:	理学院・理学研究院 (Graduate School of Science / Faculty of Science) > 雑誌発表論文等 (Peer-reviewed Journal Articles, etc)

Submitter: 三上敏夫

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