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On the existence and unicity of solutions of stochastic integral equations · Study

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ArticleOn the existence and unicity of solutions of stochastic integral equations

Catherine Dol�ans-Dade1976

OA

Articlebronze1976

On the existence and unicity of solutions of stochastic integral equations

Catherine Dol�ans-Dade

90 citations·0/0 files stored·Probability Theory and Related Fields

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Fuzzy Systems and Optimization

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References

2006Stochastic Differential Equations 1972Stochastic Differential Equations 1977On the Existence, Uniqueness, Convergence and Explosions of Solutions of Systems of Stochastic Integral Equations 2002Intégrales Stochastiques par Rapport aux Martingales Locales

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1978Stabilit� des solutions des �quations diff�rentielles stochastiques application aux int�grales multiplicatives stochastiques 2002The existence and uniqueness of the solution of an integral equation driven by a p-semimartingale of special type 1980Weak and strong solutions of stochastic differential equations 1980Une condition ctexistence et d'unicitépour les solutions fortes d'équations différentielles stochastiques 1989Stability of strong solutions of stochastic differential equations 1980Integrales stochastiques par rapport a une semimartingale vectorielle et changements de filtration 1984One-dimensional stochastic differential equations involving a singular increasing process 1983On Wong-Zakai approximation of stochastic differential equations

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Details

Year1976

Typearticle

Published1976-01-01

VenueProbability Theory and Related Fields

ISSN-L0178-8051

Languagede

Citations90

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bf00533992

openalex_workW160859816

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