Convergence in probability for perturbed stochastic integral equations
From MaRDI portal
Publication:1112454
DOI10.1007/BF00340060zbMath0659.60088MaRDI QIDQ1112454
Publication date: 1989
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Related Items
Stability of backward stochastic differential equations ⋮ A Stroock Varadhan support theorem in non-linear filtering theory ⋮ Martingales on Riemannian manifolds with prescribed limit ⋮ Stability of a class of transformations of distribution-valued processes and stochastic evolution equations ⋮ On approximation of stochastic differential equations with coefficients depending on the past
Cites Work
- On Wong-Zakai approximation of stochastic differential equations
- Tightness criteria for laws of semimartingales
- Approximations of solutions of stochastic differential equations driven by semimartingales
- S p stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales
- Stopping times and tightness
- Continuous Markov processes and stochastic equations
- Extremal Properties of Solutions of Stochastic Equations
- Convergence of stochastic flows connected with stochastic ordinary differential equations
- On the approximation of stochastic differential equations
- Une condition ctexistence et d'unicitépour les solutions fortes d'équations différentielles stochastiques
- On stochastic equations with respect to semimartingales I.†
- Modeling and approximation of stochastic differential equations driven by semimartingales†
- ? p stability of solutions of stochastic differential equations
- On the Convergence of Ordinary Integrals to Stochastic Integrals
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
