On the existence and unicity of solutions of stochastic integral equations

DOI10.1007/BF00533992zbMath0343.60038MaRDI QIDQ4112700

Catherine Doléans-Dade

Publication date: 1976

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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Cites Work

• On a stochastic integral equation with respect to a weak martingale
• On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
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