Une condition ctexistence et d'unicitépour les solutions fortes d'équations différentielles stochastiques

DOI10.1080/17442508008833155zbMath0436.60044OpenAlexW2080793339MaRDI QIDQ3876765

Jean Jacod

Publication date: 1980

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508008833155

zbMATH Keywords

monotonicity conditionsemimartingaleexistence of a strong solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48)

Related Items (14)

Convergence in probability for perturbed stochastic integral equations ⋮ Fuzzy stability of generalized mixed type cubic, quadratic, and additive functional equation ⋮ On the Ulam-Hyers stability of a quadratic functional equation ⋮ Local stability of the pexiderized Cauchy and Jensen's equations in fuzzy spaces ⋮ Investigations on the Hyers-Ulam stability of generalized radical functional equations ⋮ Weak solutions to gamma-driven stochastic differential equations ⋮ On the approximation of stochastic differential equations ⋮ A Feynman-Kac type formula for a fixed delay CIR model ⋮ On smoothing properties of transition semigroups associated to a class of SDEs with jumps ⋮ Fixed points and functional equations connected with derivations on Banach algebras ⋮ Some remarks on the stability of the Cauchy equation and completeness ⋮ Existence of weak solutions for stochastic differential equations with driving semimartingales ⋮ Well-posedness of monotone semilinear SPDEs with semimartingale noise ⋮ Viable solutions of set-valued stochastic equation

Cites Work

• On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
• Equations aux dérivées partielles stochastiques non linéaires. I
• On the existence and unicity of solutions of stochastic integral equations

This page was built for publication: Une condition ctexistence et d'unicitépour les solutions fortes d'équations différentielles stochastiques