On stochastic equations with respect to semimartingales I.†
type: Item
instance of: scholarly article
title: On stochastic equations with respect to semimartingales I.†
zbMATH Open document ID: 0439.60061
DOI: 10.1080/03610918008833154
author: István Gyöngy
author: N. V. Krylov
published in: Stochastics
publication date: 1980-01-01T00:00:00Z
Mathematics Subject Classification ID: 60H20
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 3686516
zbMATH Keywords: stochastic martingale measure
zbMATH Keywords: uniqueness and existence theorem
zbMATH Keywords: dependence of the solutions on parameters
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03610918008833154
OpenAlex ID: W2031383357
cites work: Equations aux dérivées partielles stochastiques non linéaires. I
cites work: On the existence and unicity of solutions of stochastic integral equations
cites work: Quelques applications de la formule de changement de variables pour les semimartingales
cites work: On stochastic squations with respect to semimartingales III
cites work: On the existence of solutions of martingale integral equations
cites work: Reelle und vektorwertige Quasimartingale und die Theorie der stochastischen Integration
cites work: On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
description: scientific article