A limit theorem for a class of stochastic integral equations

DOI10.1007/BF01098487zbMath0724.60074MaRDI QIDQ758001

A. M. Kolodiĭ

Publication date: 1991

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

zbMATH Keywords

locally bounded variationlocally square-integrable martingalesuniqueness and existence theorem

Mathematics Subject Classification ID

Stochastic integral equations (60H20) Limit theorems in probability theory (60F99)

Cites Work

• [https://portal.mardi4nfdi.de/wiki/Publication:4170005 Calcul stochastique d�pendant d'un param�tre]
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A limit theorem for a class of stochastic integral equations