Right-continuous solutions of systems of stochastic integral equations
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Publication:1240470
DOI10.1016/0047-259X(77)90039-2zbMath0363.60045MaRDI QIDQ1240470
Publication date: 1977
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
60H20: Stochastic integral equations
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Cites Work
- On a stochastic integral equation with respect to a weak martingale
- On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
- On the existence of solutions of martingale integral equations
- On Square Integrable Martingales
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