Existence and Uniqueness of a Solution for Stochastic Equations with Respect to Semimartingales

DOI10.1137/1123091zbMath0422.60047OpenAlexW2060664524MaRDI QIDQ3855917

Leonid I. Galtchouk

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1137/1123091

zbMATH Keywords

local martingalepredictable processsolution for stochastic equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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