scientific article; zbMATH DE number 3967586

MaRDI QIDQ3734794zbMATH OpenFDO

Authors K. V. Gasparyan

Publication date 1985

zbMATH Keywords

local martingalesemimartingalestochastic integral equation

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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(11)

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• On reflection with two-sided jumps
• On the optional and orthogonal decompositions of a class of semimartingales
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• On comparison theorem for optional SDEs via local times and applications
• A Skorohod measurable universal functional representation of solutions to semimartingale SDEs

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