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ArticleWeak and strong solutions of stochastic differential equations

Jean Jacod1980

Article1980

Weak and strong solutions of stochastic differential equations

65 citations·0/0 files stored·Stochastics

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

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(1980). Weak and strong solutions of stochastic differential equations. Stochastics: Vol. 3, No. 1-4, pp. 171-191.

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References

1979Calcul Stochastique et Problèmes de Martingales 1971On the uniqueness of solutions of stochastic differential equations 1951On stochastic differential equations 2002Un Cours sur les Intégrales Stochastiques 1977On the Existence, Uniqueness, Convergence and Explosions of Solutions of Systems of Stochastic Integral Equations 1977Quasimartingales, martingales locales, semimartingales et filtration naturelle 1976On the existence and unicity of solutions of stochastic integral equations

Cited by

1980Integrales stochastiques par rapport a une semimartingale vectorielle et changements de filtration 2019Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization 2015Yamada-Watanabe Results for Stochastic Differential Equations with Jumps 1981Existence of weak solutions for stochastic differential equations with driving semimartingales 1991On the theorem of T. Yamada and S. Watanabe 2010Statistical Causality, Extremal Measures and Weak Solutions of Stochastic Differential Equations with Driving Semimartingales

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Details

Year1980

Typearticle

Published1980-01-01

VenueStochastics

ISSN-L0090-9491

Languageen

Citations65

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1080/17442508008833143

openalex_workW2001975178

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