? p stability of solutions of stochastic differential equations

DOI10.1007/BF01013196zbMath0369.60072MaRDI QIDQ4148593

Philip E. Protter

Publication date: 1978

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Banach algebras of differentiable or analytic functions, (H^p)-spaces (46J15)

Related Items (6)

On Volterra equations driven by semimartingales ⋮ Stability of strong solutions of stochastic differential equations ⋮ Stochastic Processes in the Decades after 1950 ⋮ The martingale problem method revisited ⋮ Stochastic integrators with stationary independent increments ⋮ The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck

Cites Work

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• Stochastic differential equations
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• Right-continuous solutions of systems of stochastic integral equations
• A comparison of stochastic integrals
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• [https://portal.mardi4nfdi.de/wiki/Publication:4121258 Stabilit� des solutions des �quations diff�rentielles stochastiques application aux int�grales multiplicatives stochastiques]
• Quasimartingales, martingales locales, semimartingales et filtration naturelle
• On the Convergence of Ordinary Integrals to Stochastic Integrals

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