Stabilit� des solutions des �quations diff�rentielles stochastiques application aux int�grales multiplicatives stochastiques

DOI10.1007/BF00534242zbMath0351.60054MaRDI QIDQ4121258

Michel Émery

Publication date: 1978

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

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

Related Items

On Émery's Inequality and a Variation-of-Constants Formula ⋮ Harmonic analysis of stochastic equations and backward stochastic differential equations ⋮ On Volterra equations driven by semimartingales ⋮ Some Classes of Orthogonal Polynomials Associated with Martingales ⋮ \(S^ p\)-stability of solutions of symmetric stochastic differential equations ⋮ Stochastic product integral w.r.t infinite dimensional semimartingale i - exponentials of semimartingales ⋮ Stability of strong solutions of stochastic differential equations ⋮ On left invariant Brownian motions and heat kernels of nilpotent Lie groups ⋮ On the solution of matrix‐valued linear stochastic differential equations driven by semimartingales ⋮ Unnamed Item ⋮ Stochastic product integral w.r.t. infinite dimensional semimartingale:ii–uniform operator topology case ⋮ Stochastic Processes in the Decades after 1950 ⋮ Simplified calculus for semimartingales: multiplicative compensators and changes of measure ⋮ Multivariate generalized Ornstein-Uhlenbeck processes ⋮ The Meyer-Emery inequalities for norms of stochastic integrals with a parameter ⋮ A remark on Kunita's decomposition theorem ⋮ Exponential formulae in quantum stochastic calculus ⋮ An extension of a theorem of K. Yamada to equations ``with memory ⋮ \(L^{\alpha -1}\) distance between two one-dimensional stochastic differential equations driven by a symmetric \(\alpha \)-stable process ⋮ General matrix-valued inhomogeneous linear stochastic differential equations and applications ⋮ Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs ⋮ Multiplicative matrix-valued functionals and the continuity properties of semigroups corresponding to partial differential operators with matrix-valued coefficients ⋮ ? p stability of solutions of stochastic differential equations ⋮ Stochastic differential equations with jump reflection at the boundary ⋮ ? p stability of solutions of stochastic differential equations ⋮ Simplified stochastic calculus with applications in economics and finance ⋮ Geometric Euler--Maruyama Schemes for Stochastic Differential Equations in SO(n) and SE(n) ⋮ Modeling and approximation of stochastic differential equations driven by semimartingales^† ⋮ Stochastic integrators with stationary independent increments ⋮ Embedding a stochastic difference equation into a continuous-time process ⋮ Simplified stochastic calculus via semimartingale representations ⋮ Stability results for martingale representations: The general case ⋮ Stability problem for stochastic inclusion ⋮ On Wong-Zakai approximation of stochastic differential equations ⋮ The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck ⋮ Approximation and Stability of Solutions of SDEs Driven by a Symmetric α Stable Process with Non-Lipschitz Coefficients ⋮ Integration by parts for a Lie group valued Brownian motion

Cites Work

• Formules de la moyenne, calcul de perturbations et théoremes d'annulation pour les formes harmoniques
• Brownian motions on the $3$-dimensional rotation group
• On the existence and unicity of solutions of stochastic integral equations
• Unnamed Item
• Unnamed Item
• Unnamed Item