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Weak and strong solutions of stochastic differential equations

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References

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1977Quasimartingales, martingales locales, semimartingales et filtration naturelle106 cited
1976On the existence and unicity of solutions of stochastic integral equations90 cited

Cited by

1980Integrales stochastiques par rapport a une semimartingale vectorielle et changements de filtration56 cited
2019Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization42 cited
2015Yamada-Watanabe Results for Stochastic Differential Equations with Jumps37 cited
1981Existence of weak solutions for stochastic differential equations with driving semimartingales36 cited
1991On the theorem of T. Yamada and S. Watanabe31 cited
2010Statistical Causality, Extremal Measures and Weak Solutions of Stochastic Differential Equations with Driving Semimartingales23 cited

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