scientific article; zbMATH DE number 3942630

MaRDI QIDQ3713265zbMATH OpenFDO

Authors Vigirdas Mackevičius

Publication date 1986

zbMATH Keywords

discontinuous semimartingalesymmetric stochastic differential equations

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

Recommendations

• S p stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales
• scientific article; zbMATH DE number 3944976
• Exponential stability of stochastic differential equations driven by discontinuous semimartingales
• scientific article; zbMATH DE number 4178265
• Stability of strong solutions of stochastic differential equations

Cited in

(6)

• S p stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales
• Convergence in probability for perturbed stochastic integral equations
• Stability of strong solutions of stochastic differential equations
• scientific article; zbMATH DE number 3944976 (Why is no real title available?)
• Exponential stability of stochastic differential equations driven by discontinuous semimartingales
• Stability results for martingale representations: the general case

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3713265)