Stability of strong solutions of stochastic differential equations

DOI10.1016/0304-4149(89)90087-2zbMATH Open0673.60065OpenAlexW2044658734WikidataQ131317081 ScholiaQ131317081MaRDI QIDQ1120904FDOQ1120904

Authors: Leszek Slominski 

Publication date: 1989

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(89)90087-2

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zbMATH Keywords

stability theoremStochastic integral equations with respect to semimartingales

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Stochastic integral equations (60H20)

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Cited In (47)

• On the convergence of stochastic integrals with respect to \(p\)-semimartingales
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• The stability for the solutions of stochastic differential equations
• Two limit theorems for queueing systems around the convergence of stochastic integrals with respect to renewal processes
• Reconstruction algorithm for unknown cavities via Feynman-Kac type formula
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• Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles
• On the -distance between semimartingales reflecting in different domains>
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• Ergodic solutions of stochastic differential equations
• Asymptotic error distributions for the Euler method for stochastic differential equations
• A stability result for solutions of stochastic equations driven by point processes
• Limit theorems for stochastic difference-differential equations
• On tightness of solutions of stochastic integral equations driven by \(p\)-semimartingales
• State-dependent stochastic networks. I: Approximation and applications with continuous diffusion limits
• Wong-Zakai approximations for stochastic differential equations
• Strong existence and uniqueness for stable stochastic differential equations with distributional drift
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• From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process¹
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