Approximations of solutions of stochastic differential equations driven by semimartingales

DOI10.1214/AOP/1176992905zbMath0578.60055OpenAlexW2070803964MaRDI QIDQ1066553

Philip E. Protter

Publication date: 1985

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992905

zbMATH Keywords

semimartingalesStratonovich integral

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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