Modeling and approximation of stochastic differential equations driven by semimartingales†

DOI10.1080/17442508108833165zbMath0456.60064OpenAlexW1983436998MaRDI QIDQ3906216

Steven I. Marcus

Publication date: 1981

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508108833165

zbMATH Keywords

semimartingalesnonlinear stochastic modelsestimating the rate of an observed Poisson processstochastic differential equations of Fisk-Stratonovich

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Stochastic systems in control theory (general) (93E03)

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