? p stability of solutions of stochastic differential equations

DOI10.1007/BF01013196MaRDI QIDQ4148593zbMATHFDO

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

• scientific article; zbMATH DE number 3591138 (Why is no real title available?)
• A comparison of stochastic integrals
• On the Convergence of Ordinary Integrals to Stochastic Integrals
• 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
• Quasimartingales, martingales locales, semimartingales et filtration naturelle
• Right-continuous solutions of systems of stochastic integral equations
• Stabilit� des solutions des �quations diff�rentielles stochastiques application aux int�grales multiplicatives stochastiques
• Stochastic differential equations

Cited in

(6)

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

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