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On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients
6 references·1 citing·31 second hop
On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients (1991)On existence and stability of weak soluti…On one-dimensional stochastic differential equations with generalized drift (2005)On one-dimensional stochastic…Convergence en loi des suites d'intégrales stochastiques sur l'espace $$\mathbb{D}$$ 1 de Skorokhod (1989)Convergence en loi des suites…Stochastic equations and krylov's estimates for semimartingales (1983)Stochastic equations and kryl…MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)MULTI-DIMENSIONAL DIFFUSION P…Controlled Diffusion Processes (1980)Controlled Diffusion ProcessesCentral limit theorems for local martingales (1980)Central limit theorems for lo…On weak solutions of backward stochastic differential equations (2004)On weak solutions of backward…On the uniqueness of solutions of stochastic differential equations (1971)Stochastic Differential Equations and Diffusion Processes (1983)One — dimensional stochastic differential equations involving the local times of the unknown process (1984)The Euler scheme with irregular coefficients (2002)On Weak Solutions of Backward Stochastic Differential Equations (2005)MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH DISTRIBUTIONAL DRIFT (2014)Calcul Stochastique et Problèmes de Martingales (1979)Calcul d'ito sans probabilites (1981)Limit Theorems for Stochastic Processes (1987)Likelihood inference for a nonstationary fractional autoregressive model (2010)Limit theorems for nearly unstable Hawkes processes (2015)The microstructural foundations of leverage effect and rough volatility (2018)On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations (1972)On stochastic equations with respect to semimartingales I.† (1980)Flows of homeomorphisms of stochastic differential equations with measurable drift (1999)A note on 𝐿₂-estimates for stable integrals with drift (2007)On Square Integrable Martingales (1967)Diffusion processes with continuous coefficients, I (1969)A Functional Central Limit Theorem for Semimartingales (1981)Stopping Times and Tightness. II (1989)Martingale proofs of many-server heavy-traffic limits for Markovian queues (2007)Queue-and-Idleness-Ratio Controls in Many-Server Service Systems (2009)Adapted solution of a backward stochastic differential equation (1990)Stochastic Integration and Differential Equations (1990)Continuous Martingales and Brownian Motion (1991)Stochastic Differential Utility (1992)Martingale Methods in Financial Modelling (1997)Arbitrage Theory in Continuous Time (1998)ARCH models as diffusion approximations (1990)Chapter 49 Arch models (1994)5 Stochastic volatility (1996)
this work references cited by second hop

References

  • 1980Controlled Diffusion Processes1,311 cited
  • 1980MULTI-DIMENSIONAL DIFFUSION PROCESSES1,243 cited
  • 1980Central limit theorems for local martingales253 cited
  • 1989Convergence en loi des suites d'intégrales stochastiques sur l'espace $$\mathbb{D}$$ 1 de Skorokhod192 cited
  • 2005On one-dimensional stochastic differential equations with generalized drift109 cited
  • 1983Stochastic equations and krylov's estimates for semimartingales35 cited

Cited by

  • 2004On weak solutions of backward stochastic differential equations22 cited

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