A Skorohod measurable universal functional representation of solutions to semimartingale SDEs
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Publication:6668713
DOI10.1080/07362994.2024.2414220MaRDI QIDQ6668713
Michaela Szölgyenyi, Paweł Przybyłowicz, Verena Schwarz, Alexander Steinicke
Publication date: 22 January 2025
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)
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