On properties of strong solutions of stochastic equations with respect to semimartingales

DOI10.1080/17442508208833231MaRDI QIDQ3962269zbMATH OpenOpenAlexFDO

Authors Alexander Melnikov

Publication date 1982

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508208833231

zbMATH Keywords

weak convergenceasymptotic behaviourstrong solutions

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 3503120 (Why is no real title available?)
• A strong law of large numbers for local martingales
• 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
• Some limit theorems for simple point processes (a martingale approach)

Cited in

(2)

• One-dimensional stochastic differential equations involving a singular increasing process
• Optimal control for a class of nonlinear stochastic hereditary systems

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