A note on global solution to stochastic differential equation based on a semimartingale with spatial parameters (Q751723): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(5 intermediate revisions by 4 users not shown) | |||
Property / reviewed by | |||
Property / reviewed by: Andrew I. Dale / rank | |||
Property / reviewed by | |||
Property / reviewed by: Andrew I. Dale / rank | |||
Normal rank | |||
Property / Wikidata QID | |||
Property / Wikidata QID: Q115394580 / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3995203 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Existence and uniqueness of the solutions of delay stochastic integral equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Existence and uniqueness of the solutions of stochastic differential equations / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 13:03, 21 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A note on global solution to stochastic differential equation based on a semimartingale with spatial parameters |
scientific article |
Statements
A note on global solution to stochastic differential equation based on a semimartingale with spatial parameters (English)
0 references
1991
0 references
The author gives criteria for the existence and uniqueness of a global solution to a stochastic differential equation based on a semimartingale, the spatial parameters being of the form \[ \phi_ t=x_ 0+\int^{t}_{0}F(\phi_ s,d_ s). \] The results include cases where Khasminskij's theorem is inapplicable, and three examples illustrate the results.
0 references
existence and uniqueness of a global solution
0 references
stochastic differential equation
0 references
semimartingale
0 references