On tightness of solutions of stochastic integral equations driven by \(p\)-semimartingales

DOI10.1007/s10986-009-9050-zzbMath1181.60106OpenAlexW2047625076MaRDI QIDQ1033571

Kęstutis Kubilius

Publication date: 6 November 2009

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-009-9050-z

zbMATH Keywords

fractional Brownian motion\(p\)-variation\(p\)-semimartingale

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

Related Items

SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation ⋮ SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation ⋮ Mean reflected stochastic differential equations with two constraints

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