Some properties of solutions of stochastic differential equations driven by semi-martingales

DOI10.1515/rose.2001.9.4.307zbMath1020.60034OpenAlexW2063595120MaRDI QIDQ4416150

Brahim Mezerdi, Khaled Bahlali

Publication date: 7 August 2003

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.2001.9.4.307

zbMATH Keywords

stochastic differential equationBrownian motionstochastic integralsemimartingaleexponential martingale

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Initial-boundary value problems for second-order parabolic equations (35K20) Generalizations of martingales (60G48) Maximum principles in context of PDEs (35B50) Nonlinear elliptic equations (35J60) Martingales with continuous parameter (60G44) Stochastic integral equations (60H20)

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