S p stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales (Q1098170)
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English | S p stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales |
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S p stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales (English)
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1987
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The paper studies the stability of a solution of a multidimensional symmetric (Stratonovich) stochastic integral equation of the type \[ X_ t=x+\int^{t}_{0}f(X_{s-})dZ_ s, \] when the driving cadlag semi- martingale Z is perturbed in S p (S p, \(1\leq p\leq \infty\), is the Banach space of all cadlag processes \(X=(X_ t)\), \(t\leq T\), such that \(\| X\|_{S\quad p}=\| \sup_{t\leq T}| X_ t| \|_{L\quad p}<\infty)\).
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stability
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stochastic integral equation
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cadlag semi-martingale
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