A note on global solution to stochastic differential equation based on a semimartingale with spatial parameters (Q751723)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4178263
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A note on global solution to stochastic differential equation based on a semimartingale with spatial parameters |
scientific article; zbMATH DE number 4178263 |
Statements
A note on global solution to stochastic differential equation based on a semimartingale with spatial parameters (English)
0 references
1991
0 references
The author gives criteria for the existence and uniqueness of a global solution to a stochastic differential equation based on a semimartingale, the spatial parameters being of the form \[ \phi_ t=x_ 0+\int^{t}_{0}F(\phi_ s,d_ s). \] The results include cases where Khasminskij's theorem is inapplicable, and three examples illustrate the results.
0 references
existence and uniqueness of a global solution
0 references
stochastic differential equation
0 references
semimartingale
0 references
0.7945904731750488
0 references
0.7843902111053467
0 references
