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Stochastic Differential Equations of Pure-Jumps

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Stochastic Processes in Quantum Physics

Part of the book series: Monographs in Mathematics ((MMA,volume 94))

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Abstract

In the preceding chapter we have formulated the equation of motion of relativistic quantum particles as a pair of evolution equations with fractional power generators which are in formal duality, and shown that the evolution equation has an equivalent formulation in terms of stochastic differential equations of pure-jumps. In this chapter the existence and uniqueness of solutions of the stochastic differential equations of pure-jumps will be proved, and then pure-jump Markov processes will be constructed.

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References

  1. Cf. Nagasawa (1997), Nagasawa-Tanaka (1999, a, b, c).

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  2. Cf. Nagasawa-Tanaka (1999, a).

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  3. Cf. Nagasawa-Tanaka (1999, a).

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© 2000 Springer Basel AG

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Nagasawa, M. (2000). Stochastic Differential Equations of Pure-Jumps. In: Stochastic Processes in Quantum Physics. Monographs in Mathematics, vol 94. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-8383-2_8

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  • DOI: https://doi.org/10.1007/978-3-0348-8383-2_8

  • Publisher Name: Birkhäuser, Basel

  • Print ISBN: 978-3-0348-9543-9

  • Online ISBN: 978-3-0348-8383-2

  • eBook Packages: Springer Book Archive

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