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Weak Solutions for Semi-Martingales

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Publication:3862191
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DOI10.4153/CJM-1981-088-9zbMath0426.60056OpenAlexW2322497286MaRDI QIDQ3862191

Jean Pellaumail

Publication date: 1981

Published in: Canadian Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4153/cjm-1981-088-9


zbMATH Keywords

stochastic differential equationweak solutionsemi-martingales


Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48)


Related Items (3)

Existence of Weak Solutions to Stochastic Evolution Inclusions ⋮ Weak solutions of backward stochastic differential equations with continuous generator ⋮ On Stratonovich integral equations driven by continuous \(p\)-semimartingales




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