A note on global solution to stochastic differential equation based on a semimartingale with spatial parameters

DOI10.1007/BF01046999zbMath0715.60066WikidataQ115394580 ScholiaQ115394580MaRDI QIDQ751723

Xuerong Mao

Publication date: 1991

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsemimartingaleexistence and uniqueness of a global solution

Mathematics Subject Classification ID

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

Related Items

Solutions of stochastic differential-functional equations via bounded stochastic integral contractors ⋮ Eventual uniform asymptotic stability for stochastic differential equation based on semimartingale with spatial parameter

Cites Work

• Existence and uniqueness of the solutions of stochastic differential equations
• Existence and uniqueness of the solutions of delay stochastic integral equations
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