Stability of strong solutions of stochastic differential equations
type: Item
instance of: scholarly article
title: Stability of strong solutions of stochastic differential equations
zbMATH Open document ID: 0673.60065
DOI: 10.1016/0304-4149(89)90087-2
published in: Stochastic Processes and their Applications
publication date: 1989-01-01T00:00:00Z
review text: Stochastic integral equations with respect to semimartingales are considered. Sufficient conditions under which a sequence of driving processes converges in law (or in probability) is given. This stability theorem is proved under assumptions both for the driving processes and the semimartingales. Some important applications are presented. Here the conditions are less strict than those in the existing literature.
Mathematics Subject Classification ID: 60H20
Mathematics Subject Classification ID: 60F17
zbMATH DE Number: 4102223
zbMATH Keywords: Stochastic integral equations with respect to semimartingales
zbMATH Keywords: stability theorem
author: Leszek Slominski
MaRDI profile type: Publication
full work available at URL: 0304-4149(89)90087-2
OpenAlex ID: W2044658734
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Wikidata QID: Q131317081
Wikidata QID: Q131317121
description: scientific article; zbMATH DE number 4102223