Short Communications

On the regularity of a solution of a stochastic equation with respect to a martingale and a random measure

V. A. Lebedev

Moscow

Abstract: We find a sufficient condition for the regularity of the solution of equation (2) under the assumption that this solution exists in each bounded (in $x\in R^d$) domain of $R_+\times R^d$.

Received: 09.04.1980

 English version: Theory of Probability and its Applications, 1984, 28:3, 610–615

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