Weak and strong solutions of stochastic differential equations

Cites work

scientific article; zbMATH DE number 3669557 (Why is no real title available?)
scientific article; zbMATH DE number 3637058 (Why is no real title available?)
scientific article; zbMATH DE number 3236476 (Why is no real title available?)
On a stochastic integral equation with respect to a weak martingale
On a stopped Doob's inequality and general stochastic equations
On the existence and unicity of solutions of stochastic integral equations
On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
Quasimartingales, martingales locales, semimartingales et filtration naturelle
Right-continuous solutions of systems of stochastic integral equations

Cited in

(22)

Yamada-Watanabe results for stochastic differential equations with jumps
Weak solutions of backward stochastic differential equations with continuous generator
Nonlinear continuous semimartingales
Uniqueness of the nonlinear Schrödinger equation driven by jump processes
Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization
Robust utility maximization with nonlinear continuous semimartingales
Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle
On Cherny's results in infinite dimensions: a theorem dual to Yamada-Watanabe
No arbitrage in continuous financial markets
Statistical causality, martingale problems and local uniqueness
Statistical causality, extremal measures and weak solutions of stochastic differential equations with driving semimartingales
A stability theorem for stochastic differential equations and application to stochastic control problems
Causal predictability between stochastic processes and filtrations
A dual Yamada-Watanabe theorem for Lévy driven stochastic differential equations
Martingale measures and stochastic calculus
The stochastic Gierer-Meinhardt system
On Weak Solutions to Stochastic Differential Inclusions Driven by Semimartingales
On a theorem by A.S. Cherny for semilinear stochastic partial differential equations
Nonlinear semimartingales and Markov processes with jumps
Causal predictability and weak solutions of the stochastic differential equations with driving semimartingales
Lyapunov criteria for the Feller-Dynkin property of martingale problems
Compactification methods in the control of degenerate diffusions: existence of an optimal control

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