Markov solutions of stochastic differential equations
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Publication:4119906
DOI10.1007/BF00535013zbMath0349.60063OpenAlexW2019349130MaRDI QIDQ4119906
Publication date: 1977
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00535013
Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
Related Items
Differential equations with boundary conditions perturbed by a Poisson noise., Stochastic integrators, Differentiability of quadratic BSDEs generated by continuous martingales, Semimartingales and Markov processes, Stochastic integrators with stationary independent increments
Cites Work
- On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
- Right-continuous solutions of systems of stochastic integral equations
- Séminaire de probabilités. V. Université de Strasbourg
- Systemes de Levy des processus de Markov
- On the existence and unicity of solutions of stochastic integral equations
- On Square Integrable Martingales
- Changes of time, stochastic integrals, and weak martingales
- Markov additive processes. I
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