ON THE THEORY OF STOCHASTIC EQUATIONS IN COMPONENTS OF SEMIMARTINGALES

DOI10.1070/SM1981V038N03ABEH001338zbMath0462.60064OpenAlexW2048617687MaRDI QIDQ3911806

Alexander V. Melnikov

Publication date: 1981

Published in: Mathematics of the USSR-Sbornik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/sm1981v038n03abeh001338

zbMATH Keywords

comparison theoremexistence and uniqueness of strong solutions

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Stochastic integral equations (60H20)

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