On weak and strong solutions of an integral equation driven by a continuous \(p\)-semimartingale
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Publication:1881785
DOI10.1023/A:1022963021845zbMath1055.60067MaRDI QIDQ1881785
Publication date: 15 October 2004
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
weak solution; \(p\)-variation; stochastic integral equation; \(p\)-semimartingale; strong solution-measure
60G48: Generalizations of martingales
60H20: Stochastic integral equations
45R05: Random integral equations
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