Right-continuous solutions of systems of stochastic integral equations

DOI10.1016/0047-259X(77)90039-2zbMath0363.60045MaRDI QIDQ1240470

Philip E. Protter

Publication date: 1977

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

Related Items

On Volterra equations driven by semimartingales, Unnamed Item, Markov solutions of stochastic differential equations, ? p stability of solutions of stochastic differential equations, ? p stability of solutions of stochastic differential equations, Weak and strong solutions of stochastic differential equations, Quadratic covariant and Stratonovich integral, Modeling and approximation of stochastic differential equations driven by semimartingales^†, Stochastic integrators with stationary independent increments, On a stochastic evolution equation, On Wong-Zakai approximation of stochastic differential equations

Cites Work

• On a stochastic integral equation with respect to a weak martingale
• On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
• On the existence of solutions of martingale integral equations
• On Square Integrable Martingales
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item