Fonctions de semimartingales et applications aux equations differentielles stochastiques
From MaRDI portal
Publication:3469978
DOI10.1080/17442508908833586zbMath0694.60054OpenAlexW2095501912MaRDI QIDQ3469978
Publication date: 1989
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508908833586
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Diffusion processes (60J60)
Related Items
A class of quadratic forward-backward stochastic differential equations, On the Pathwise Uniqueness of Solutions of One-Dimensional Stochastic Differential Equations with Jumps, Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients, Some identities on local times and uniqueness of solutions of stochastic differential equations with reflection
