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

DOI10.1080/17442508208833231zbMath0497.60056OpenAlexW2018182155MaRDI QIDQ3962269

Alexander V. 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 convergencestrong solutionsasymptotic behaviour

Mathematics Subject Classification ID

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

Related Items (2)

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

Cites Work

• Unnamed Item
• On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
• A strong law of large numbers for local martingales
• Some limit theorems for simple point processes (a martingale approach)
• On the existence and unicity of solutions of stochastic integral equations

This page was built for publication: On properties of strong solutions of stochastic equations with respect to semimartingales