Stratonovich stochastic differential equations driven by general semimartingales

Etienne Pardoux, Thomas G. Kurtz, Philip E. Protter

Publication date: 4 April 1995

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1995__31_2_351_0

zbMATH Keywords

stochastic differential equations semimartingale change of variable formula holds Stratonovich equation

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic integral equations (60H20)

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