Strong uniqueness of solution of stochastic integral equations for semimartingale components

DOI10.1007/BF01139870zbMath0559.60044MaRDI QIDQ2266289

Leonid I. Galtchouk

Publication date: 1984

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

zbMATH Keywords

integrals with respect to continuous martingalesuniqueness of strong solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Random measures (60G57) Stochastic integral equations (60H20)

Related Items (1)

Convergence of solutions and their exit times in diffusion models with jumps

Cites Work

• Unnamed Item
• On the uniqueness of solutions of stochastic differential equations
• On the existence of solutions of martingale integral equations

This page was built for publication: Strong uniqueness of solution of stochastic integral equations for semimartingale components