? p stability of solutions of stochastic differential equations

DOI10.1007/BF01013196zbMATH Open0369.60072MaRDI QIDQ4148593FDOQ4148593

Authors: Philip Protter 

Publication date: 1978

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Banach algebras of differentiable or analytic functions, (H^p)-spaces (46J15)

Cites Work

• On the Convergence of Ordinary Integrals to Stochastic Integrals
• Stochastic differential equations
• On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
• Stabilit� des solutions des �quations diff�rentielles stochastiques application aux int�grales multiplicatives stochastiques
• On the existence and unicity of solutions of stochastic integral equations
• Quasimartingales, martingales locales, semimartingales et filtration naturelle
• Right-continuous solutions of systems of stochastic integral equations
• A comparison of stochastic integrals
• Title not available (Why is that?)

Cited In (6)

• The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
• On Volterra equations driven by semimartingales
• Stability of strong solutions of stochastic differential equations
• Stochastic Processes in the Decades after 1950
• Stochastic integrators with stationary independent increments
• The martingale problem method revisited

This page was built for publication: ? p stability of solutions of stochastic differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4148593)