\(S^ p\)-stability of solutions of symmetric stochastic differential equations

DOI10.1007/BF00968331zbMath0659.60086OpenAlexW2091628645MaRDI QIDQ1112453

Vigirdas Mackevičius

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1007/bf00968331

zbMATH Keywords

stabilityapproximationscontinuous semimartingales

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (4)

Variational Principles on Geometric Rough Paths and the Lévy Area Correction ⋮ Support theorem for an SPDE with multiplicative noise driven by a cylindrical Wiener process on the real line ⋮ Wong-zakai approximation and support theorem for semilinear stochastic partial differential equations with finite dimensional noise in the whole space ⋮ On approximation of stochastic differential equations with coefficients depending on the past

Cites Work

• A class of approximations of Brownian motion
• [https://portal.mardi4nfdi.de/wiki/Publication:4121258 Stabilit� des solutions des �quations diff�rentielles stochastiques application aux int�grales multiplicatives stochastiques]
• ? p stability of solutions of stochastic differential equations
• On the Convergence of Ordinary Integrals to Stochastic Integrals
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