On stochastic equations with respect to semimartingales I.†
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Publication:3881665
DOI10.1080/03610918008833154zbMath0439.60061OpenAlexW2031383357MaRDI QIDQ3881665
István Gyöngy, Nicolai V. Krylov
Publication date: 1980
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918008833154
uniqueness and existence theoremdependence of the solutions on parametersstochastic martingale measure
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Cites Work
- On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
- Reelle und vektorwertige Quasimartingale und die Theorie der stochastischen Integration
- Equations aux dérivées partielles stochastiques non linéaires. I
- On the existence of solutions of martingale integral equations
- On stochastic squations with respect to semimartingales III
- On the existence and unicity of solutions of stochastic integral equations
- Quelques applications de la formule de changement de variables pour les semimartingales
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