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On the existence and unicity of solutions of stochastic integral equations
4 references·16 citing·35 second hop
On the existence and unicity of solutions of stochastic integral equations (1976)On the existence and unicity of solutions…Stochastic Differential Equations (2006)Stochastic Differential Equat…Intégrales Stochastiques par Rapport aux Martingales Locales (2002)Intégrales Stochastiques par …On the Existence, Uniqueness, Convergence and Explosions of Solutions of Systems of Stochastic Integral Equations (1977)On the Existence, Uniqueness,…Stochastic Differential Equations (1972)Stochastic Differential Equat…Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models (2018)Large Deviation Principle for…Harmonic analysis of stochastic equations and backward stochastic differential equations (2008)Harmonic analysis of stochast…The existence and uniqueness of the solution of an integral equation driven by a p-semimartingale of special type (2002)The existence and uniqueness …Consumption-investment problems with transaction costs: Survey and open problems (2000)Consumption-investment proble…Generalized solution in singular stochastic control: The nondegenerate problem (1992)Generalized solution in singu…Stability of strong solutions of stochastic differential equations (1989)Stability of strong solutions…One-dimensional stochastic differential equations involving a singular increasing process (1984)One-dimensional stochastic di…Stochastic equations and krylov's estimates for semimartingales (1983)Stochastic equations and kryl…On Wong-Zakai approximation of stochastic differential equations (1983)On Wong-Zakai approximation o…Weak and strong solutions of stochastic differential equations (1980)Weak and strong solutions of …Une condition ctexistence et d'unicitépour les solutions fortes d'équations différentielles stochastiques (1980)Une condition ctexistence et …Sur une equation differentielle stochastique generale (1980)Sur une equation differentiel…Integrales stochastiques par rapport a une semimartingale vectorielle et changements de filtration (1980)Integrales stochastiques par …Existence and Uniqueness of a Solution for Stochastic Equations with Respect to Semimartingales (1979)Existence and Uniqueness of a…Stabilit� des solutions des �quations diff�rentielles stochastiques application aux int�grales multiplicatives stochastiques (1978)Stabilit� des solutions des �…? 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this work references cited by second hop

References

  • 2006Stochastic Differential Equations1,269 cited
  • 1972Stochastic Differential Equations977 cited
  • 1977On the Existence, Uniqueness, Convergence and Explosions of Solutions of Systems of Stochastic Integral Equations109 cited
  • 2002Intégrales Stochastiques par Rapport aux Martingales Locales99 cited

Cited by

  • 1978Stabilit� des solutions des �quations diff�rentielles stochastiques application aux int�grales multiplicatives stochastiques80 cited
  • 1980Weak and strong solutions of stochastic differential equations65 cited
  • 2002The existence and uniqueness of the solution of an integral equation driven by a p-semimartingale of special type65 cited
  • 1980Une condition ctexistence et d'unicitépour les solutions fortes d'équations différentielles stochastiques62 cited
  • 1989Stability of strong solutions of stochastic differential equations60 cited
  • 1980Integrales stochastiques par rapport a une semimartingale vectorielle et changements de filtration56 cited
  • 1984One-dimensional stochastic differential equations involving a singular increasing process53 cited
  • 1983On Wong-Zakai approximation of stochastic differential equations48 cited
  • 2008Harmonic analysis of stochastic equations and backward stochastic differential equations46 cited
  • 1979Existence and Uniqueness of a Solution for Stochastic Equations with Respect to Semimartingales

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44 cited
  • 1992Generalized solution in singular stochastic control: The nondegenerate problem44 cited
  • 2000Consumption-investment problems with transaction costs: Survey and open problems44 cited
  • 1978? p stability of solutions of stochastic differential equations41 cited
  • 1983Stochastic equations and krylov's estimates for semimartingales35 cited
  • 1980Sur une equation differentielle stochastique generale31 cited
  • 2018Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models28 cited