On the existence of solutions of martingale integral equations

DOI10.2748/TMJ/1178241487zbMATH Open0247.60036OpenAlexW2066655996MaRDI QIDQ2556063FDOQ2556063

Authors: Norihiko Kazamaki 

Publication date: 1972

Published in: Tôhoku Mathematical Journal. Second Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2748/tmj/1178241487

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

Cites Work

• On the uniqueness of solutions of stochastic differential equations
• Title not available (Why is that?)

Cited In (6)

• On stochastic equations with respect to semimartingales I.^†
• Strong uniqueness of solution of stochastic integral equations for semimartingale components
• On a stochastic integral equation with respect to a weak martingale
• Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition
• The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type.
• Right-continuous solutions of systems of stochastic integral equations

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