Stability of strong solutions of stochastic differential equations

From MaRDI portal
Publication:1120904

DOI10.1016/0304-4149(89)90087-2zbMath0673.60065OpenAlexW2044658734MaRDI QIDQ1120904

Leszek Slominski

Publication date: 1989

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(89)90087-2




Related Items

The Euler scheme for Lévy driven stochastic differential equations: limit theorems.Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstaclesEuler's approximations of solutions of SDEs with reflecting boundary.When and how an error yields a Dirichlet formWong-Zakai approximations for stochastic differential equationsWeak approximations for Wiener functionalsSDEs with constraints driven by semimartingales and processes with bounded \(p\)-variationLimit theorems for stochastic difference-differential equationsPenalization methods for the Skorokhod problem and reflecting SDEs with jumpsMultivalued monotone stochastic differential equations with jumpsFrom Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process1On the -distance between semimartingales reflecting in different domains>An extension of a theorem of K. Yamada to equations ``with memoryA Microeconomic Approach to Diffusion Models For Stock PricesConvergence in various topologies for stochastic integrals driven by semimartingalesOn the convergence of stochastic integrals with respect to \(p\)-semimartingalesStochastic differential equations with time-dependent reflecting barriersStability of a class of transformations of distribution-valued processes and stochastic evolution equationsOn reflected Stratonovich stochastic differential equationsOn tightness of solutions of stochastic integral equations driven by \(p\)-semimartingalesStability results for martingale representations: The general caseStability problem for stochastic inclusionState-dependent stochastic networks. I: Approximation and applications with continuous diffusion limitsNumerical simulation of the solution of a stochastic differential equation driven by a Lévy process.Reconstruction algorithm for unknown cavities via Feynman-Kac type formulaAsymptotic error distributions for the Euler method for stochastic differential equationsTwo limit theorems for queueing systems around the convergence of stochastic integrals with respect to renewal processesStability theorem for stochastic differential equations with jumpsApproximation of BSDE with non Lipschitz coefficient



Cites Work