scientific article; zbMATH DE number 3856121

MaRDI QIDQ3324754zbMATH OpenFDO

Authors L. Galtchouk

Publication date 1984

zbMATH Keywords

integrals with respect to continuous martingalesuniqueness of strong solutions

Mathematics Subject Classification ID

Random measures (60G57) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integral equations (60H20)

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Cited in

(9)

• scientific article; zbMATH DE number 3967586 (Why is no real title available?)
• On weak and strong solutions of an integral equation driven by a continuous \(p\)-semimartingale
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• Stochastic equations and krylov's estimates for semimartingales
• Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition
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