scientific article

From MaRDI portal
Publication:3924937

zbMath0471.60066MaRDI QIDQ3924937

Jean Jacod, Jean Mémin

Publication date: 1981


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (29)

Stochastic retarded inclusion with Carathéodory-upper separated multifunctionsWeak and strong solutions of Generalized Itô's Stochastic Functional Differential EquationsDifferentiable selections of multifunctions and their applicationsStochastic McKendrick-von Foerster models with applicationsOn the convergence of closed-loop Nash equilibria to the mean field game limitStability of backward stochastic differential equationsMean field games of timing and models for bank runsWeak solutions to gamma-driven stochastic differential equationsNonlinear continuous semimartingalesThe martingale problem method revisitedSuperposition and mimicking theorems for conditional McKean-Vlasov equationsInvariant measures and a stability theorem for locally Lipschitz stochastic delay equationsWeak solutions of backward stochastic differential equations with continuous generatorPenalization methods for the Skorokhod problem and reflecting SDEs with jumpsAll adapted topologies are equalElementary embeddings and games in adapted probability logicExistence of Weak Solutions to Stochastic Differential Equations in the Plane with Continuous CoefficientsAn extension of a theorem of K. Yamada to equations ``with memoryCausal transport plans and their Monge–Kantorovich problems\(L^p\) solution of backward stochastic differential equations driven by a marked point processSemimartingale stochastic approximation procedure and recursive estimationExistence of weak solutions to stochastic evolution inclusionsOn the existence of solutions to stochastic differential equations on Loeb spacesHigh Order Stochastic Inclusions and Their ApplicationsOn Stratonovich integral equations driven by continuous \(p\)-semimartingalesA new proof for comparison theorems for stochastic differential inequalities with respect to semimartingalesOptimal control for a class of nonlinear stochastic hereditary systemsMultilevel Monte Carlo for Lévy-driven SDEs: central limit theorems for adaptive Euler schemesOn the rate of convergence of the diffusion approximations




This page was built for publication: