Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane

DOI10.1016/0304-4149(96)00057-9zbMath0863.60059OpenAlexW1999539602MaRDI QIDQ678376

Zongxia Liang, Ming-li Zheng

Publication date: 17 April 1997

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(96)00057-9

zbMATH Keywords

Gronwall's inequalitytwo-parameter Ito's formulatwo-parameter stochastic differential equationtwo-parameter strong martingale

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

Related Items (10)

Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane ⋮ On the existence and uniqueness of solutions to stochastic differential equations of mixed Brownian and Poissonian sheet type. ⋮ Two-Parameter Fuzzy-Valued Stochastic Integrals and Equations ⋮ Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic ⋮ Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane ⋮ Large deviations and functional law for solutions of hyperbolic stochastic partial differential equations ⋮ Properties of set-valued integrals and set-valued stochastic equations driven by two-parameter martingales ⋮ Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales ⋮ Uniqueness theorem of solutions for stochastic differential equation in the plane ⋮ Freidliln–Wentzell type estimates for solutions of hyperbolic SPDEs in Besov–Orlicz spaces and applications

Cites Work

• Existence of strong solutions for stochastic differential equations in the plane
• Estimate on moments of the solutions to stochastic differential equations in the plane
• Stochastic integrals in the plane
• Weak martingales and stochastic integrals in the plane
• Differentiation formulas for stochastic integrals in the plane
• An extension of stochastic integrals in the plane
• Predictable and dual predictable projections of two-parameter stochastic processes
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