Atsushi Takeuchi   
STOCHASTIC ANALYSIS WITH FINANCIAL APPLICATIONS, HONG KONG 2009 65 207-219 2011年 [査読有り][招待有り]
Consider stochastic differential equations with jumps. The goal in this paper is to study the sensitivity of the solution with respect to the initial point, under the conditions on the Levy measure and the uniformly elliptic condition on the coeff...