S p stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales
type: Item
instance of: scholarly article
title: S p stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales
zbMATH Open document ID: 0636.60057
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 1987-01-01T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/77305
review text: The paper studies the stability of a solution of a multidimensional symmetric (Stratonovich) stochastic integral equation of the type \[ X_ t=x+\int^{t}_{0}f(X_{s-})dZ_ s, \] when the driving cadlag semi- martingale Z is perturbed in S p (S p, \(1\leq p\leq \infty\), is the Banach space of all cadlag processes \(X=(X_ t)\), \(t\leq T\), such that \(\| X\|_{S\quad p}=\| \sup_{t\leq T}| X_ t| \|_{L\quad p}<\infty)\).
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 93E15
zbMATH DE Number: 4036839
zbMATH Keywords: stability
zbMATH Keywords: stochastic integral equation
zbMATH Keywords: cadlag semi-martingale
author: Vigirdas Mackevičius
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 4036839