On the existence of weak solutions for stochastic differential equations with driving martingales and random measures

DOI10.1080/17442508308833247zbMath0513.60059OpenAlexW1999960057MaRDI QIDQ3658847

V. A. Lebedev

Publication date: 1983

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508308833247

zbMATH Keywords

weak solution

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Random measures (60G57) Stochastic integral equations (60H20)

Related Items (6)

Statistical causality, martingale problems and local uniqueness ⋮ On the existence of semimartingales with continuous characteristics ⋮ Causal predictability and weak solutions of the stochastic differential equations with driving semimartingales ⋮ Statistical causality, extremal measures and weak solutions of stochastic differential equations with driving semimartingales ⋮ On non-explosion for the solution of a stochastic differential equation ⋮ Unnamed Item

Cites Work

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• Existence of weak solutions for stochastic differential equations with driving semimartingales

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