On weak and strong solutions of an integral equation driven by a continuous \(p\)-semimartingale

DOI10.1023/A:1022963021845zbMath1055.60067MaRDI QIDQ1881785

Kęstutis Kubilius

Publication date: 15 October 2004

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

zbMATH Keywords

weak solution\(p\)-variationstochastic integral equation\(p\)-semimartingalestrong solution-measure

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integral equations (60H20) Random integral equations (45R05)

Related Items (7)

SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation ⋮ Rough functions: \(p\)-variation, calculus, and index estimation ⋮ On the convergence of stochastic integrals with respect to \(p\)-semimartingales ⋮ Weak and strong discrete-time approximation of fractional SDEs ⋮ On Stratonovich integral equations driven by continuous \(p\)-semimartingales ⋮ On tightness of solutions of stochastic integral equations driven by \(p\)-semimartingales ⋮ Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation

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