ASYMPTOTIC BEHAVIORS OF STOCHASTIC DIFFERENTIAL EQUATIONS BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS

DOI10.2206/KYUSHUJM.51.77zbMATH Open0892.60068OpenAlexW2044338728MaRDI QIDQ4351475

Jae-Pill Oh, Sun-Hyuk Han

Publication date: 9 August 1998

Published in: Kyushu Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2206/kyushujm.51.77

zbMATH Keywords

asymptotic behaviourstochastic equationItô formulajump-type semimartingale

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Stochastic integral equations (60H20)

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Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic

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