On the Regularity of a Solution of a Stochastic Equation with Respect to a Martingale and a Random Measure

DOI10.1137/1128058zbMath0543.60067OpenAlexW2036589221MaRDI QIDQ3332031

V. A. Lebedev

Publication date: 1984

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1128058

zbMATH Keywords

weak solutionLyapunov functionsconditions of global existence

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Martingales with continuous parameter (60G44)

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