On Émery's Inequality and a Variation-of-Constants Formula
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Publication:3444683
DOI10.1080/07362990601139586zbMath1127.60062OpenAlexW2048901903MaRDI QIDQ3444683
Onno van Gaans, Markus Reiss, Markus Riedle
Publication date: 4 June 2007
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: http://edoc.hu-berlin.de/18452/3167
semimartingalevariation-of-constants formulastochastic delay differential equationlinear driftÉmery's inequalityfunctional Lipschitz coefficient
Generalizations of martingales (60G48) Stochastic functional-differential equations (34K50) Stochastic integral equations (60H20)
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- Delay differential equations driven by Lévy processes: stationarity and Feller properties
- Volterra equations driven by semimartingales
- Introduction to functional differential equations
- [https://portal.mardi4nfdi.de/wiki/Publication:4121258 Stabilit� des solutions des �quations diff�rentielles stochastiques application aux int�grales multiplicatives stochastiques]
- Stochastic Equations in Infinite Dimensions
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