On the existence of weak solutions for stochastic differential equations with driving martingales and random measures

DOI10.1080/17442508308833247MaRDI QIDQ3658847zbMATH OpenOpenAlexFDO

Authors V. A. Lebedev

Publication date 1983

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508308833247

zbMATH Keywords

weak solution

Mathematics Subject Classification ID

Random measures (60G57) Martingales with continuous parameter (60G44) Stochastic integral equations (60H20)

Cites work

• scientific article; zbMATH DE number 3778409 (Why is no real title available?)
• scientific article; zbMATH DE number 3255438 (Why is no real title available?)
• Existence of weak solutions for stochastic differential equations with driving semimartingales

Cited in

(6)

• Statistical causality, extremal measures and weak solutions of stochastic differential equations with driving semimartingales
• Causal predictability and weak solutions of the stochastic differential equations with driving semimartingales
• Statistical causality, martingale problems and local uniqueness
• scientific article; zbMATH DE number 4026473 (Why is no real title available?)
• On non-explosion for the solution of a stochastic differential equation
• On the existence of semimartingales with continuous characteristics

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