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

DOI10.1080/17442508208833231zbMATH Open0497.60056OpenAlexW2018182155MaRDI QIDQ3962269FDOQ3962269

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

• A strong law of large numbers for local martingales
• 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)
• On the existence and unicity of solutions of stochastic integral equations
• Title not available (Why is that?)

Cited In (2)

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

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