Existence and Uniqueness of a Solution for Stochastic Equations with Respect to Semimartingales
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Publication:3855917
DOI10.1137/1123091zbMath0422.60047OpenAlexW2060664524MaRDI QIDQ3855917
Publication date: 1979
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1123091
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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