SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
? p stability of solutions of stochastic differential equations
9 references·2 citing·33 second hop
? p stability of solutions of stochastic differential equations (1978)? p stability of solutions of stochastic …Un Cours sur les Intégrales Stochastiques (2002)Un Cours sur les Intégrales S…Stabilit� des solutions des �quations diff�rentielles stochastiques application aux int�grales multiplicatives stochastiques (1978)Stabilit� des solutions des �…Quasimartingales, martingales locales, semimartingales et filtration naturelle (1977)Quasimartingales, martingales…On the Existence, Uniqueness, Convergence and Explosions of Solutions of Systems of Stochastic Integral Equations (1977)On the Existence, Uniqueness,…Equations differentielles stochastiques (1977)Equations differentielles sto…On the existence and unicity of solutions of stochastic integral equations (1976)On the existence and unicity …Stochastic differential equations (1975)Stochastic differential equat…Changes of time, stochastic integrals, and weak martingales (1972)Changes of time, stochastic i…On the Convergence of Ordinary Integrals to Stochastic Integrals (1965)On the Convergence of Ordinar…Un survol de la Theorie de l'Integrale Stochastique (1980)Un survol de la Theorie de l'…Sur une equation differentielle stochastique generale (1980)Sur une equation differentiel…Stochastic Differential Equations (1972)Weak and strong solutions of stochastic differential equations (1980)The existence and uniqueness of the solution of an integral equation driven by a p-semimartingale of special type (2002)Stochastic Differential Equations (2006)Stochastic Calculus and Stochastic Models (1974)Weak and strong solutions of stochastic differential equations: Existence and stability (1981)Pricing derivatives of American and game type in incomplete markets (2004)On the Decomposition of Continuous Submartingales (1965)Intégrales Stochastiques par Rapport aux Martingales Locales (2002)On the behaviour of certain functionals of the wiener process and applications to stochastic differential equations (2005)Martingales and Stochastic Integrals I (1972)Study of a filtration expanded to include an honest time (1978)THE MEANING OF MARKET EFFICIENCY (2012)Calcul Stochastique et Problèmes de Martingales (1979)The support of the solution to a hyperbolic SPDE (1994)The law of the solution to a nonlinear hyperbolicSPDE (1996)Multiple Wiener Integral (1951)A strong law of large numbers for local martingales (1980)Instantaneous Control of Brownian Motion (1983)Functional Itô calculus and stochastic integral representation of martingales (2013)On a Formula Concerning Stochastic Differentials (1951)On the relation between ordinary and stochastic differential equations (1965)Modeling and analysis of stochastic differential equations driven by point processes (1978)Existence of strong solutions for stochastic differential equations in the plane (1981)Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift (2020)Existence and Uniqueness of a Solution for Stochastic Equations with Respect to Semimartingales (1979)Existence and uniqueness of the solutions of stochastic differential equations (1983)Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations (1991)Approaching complexity by stochastic methods: From biological systems to turbulence (2011)A Wong-Zakai theorem for stochastic PDEs (2015)On Wong-Zakai approximation of stochastic differential equations (1983)Stability of strong solutions of stochastic differential equations (1989)Harmonic analysis of stochastic equations and backward stochastic differential equations (2008)
this work references cited by second hop

References

  • 1965On the Convergence of Ordinary Integrals to Stochastic Integrals684 cited
  • 2002Un Cours sur les Intégrales Stochastiques421 cited
  • 1975Stochastic differential equations111 cited
  • 1977On the Existence, Uniqueness, Convergence and Explosions of Solutions of Systems of Stochastic Integral Equations109 cited
  • 1977Quasimartingales, martingales locales, semimartingales et filtration naturelle106 cited
  • 1976On the existence and unicity of solutions of stochastic integral equations90 cited
  • 1978Stabilit� des solutions des �quations diff�rentielles stochastiques application aux int�grales multiplicatives stochastiques80 cited
  • 1977Equations differentielles stochastiques45 cited
  • 1972Changes of time, stochastic integrals, and weak martingales42 cited

Cited by

  • 1980Sur une equation differentielle stochastique generale31 cited
  • 1980Un survol de la Theorie de l'Integrale Stochastique26 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work