On Stratonovich integral equations driven by continuous \(p\)-semimartingales

DOI10.1007/s10440-007-9141-yzbMath1127.60061OpenAlexW2091642081MaRDI QIDQ996789

Kęstutis Kubilius

Publication date: 19 July 2007

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10440-007-9141-y

zbMATH Keywords

weak solutionstochastic equationsstrong solution measure

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

Cites Work

• An approximation of a nonlinear integral equation driven by a function of bounded \(p\)-variation
• On weak and strong solutions of an integral equation driven by a continuous \(p\)-semimartingale
• Weak Solutions for Semi-Martingales
• Existence of weak solutions for stochastic differential equations with driving semimartingales
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