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

DOI10.1080/17442508308833247zbMATH Open0513.60059OpenAlexW1999960057MaRDI QIDQ3658847FDOQ3658847

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

• Title not available (Why is that?)
• Title not available (Why is that?)
• Existence of weak solutions for stochastic differential equations with driving semimartingales

Cited In (6)

• On the existence of semimartingales with continuous characteristics
• On non-explosion for the solution of a stochastic differential equation
• Statistical causality, martingale problems and local uniqueness
• Statistical causality, extremal measures and weak solutions of stochastic differential equations with driving semimartingales
• Title not available (Why is that?)
• Causal predictability and weak solutions of the stochastic differential equations with driving semimartingales

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