Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic

DOI10.1007/s11118-007-9038-4zbMath1115.60061OpenAlexW2117062522MaRDI QIDQ884833

Zongxia Liang

Publication date: 7 June 2007

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11118-007-9038-4

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17) Stochastic integral equations (60H20)

Related Items (3)

Stochastic maximum principle for systems driven by local martingales with spatial parameters ⋮ ANTICIPATING MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH REFLECTIONS ⋮ KUNITA-TYPE STOCHASTIC FLOWS OF HOMEOMORPHISMS IN EUCLIDEAN SPACE

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