? p stability of solutions of stochastic differential equations

DOI10.1007/BF01013196zbMATH Open0378.60042MaRDI QIDQ4157738FDOQ4157738

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) Banach algebras of differentiable or analytic functions, (H^p)-spaces (46J15)

Cites Work

• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• 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
• Changes of time, stochastic integrals, and weak martingales
• A comparison of stochastic integrals
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (7)

• \(S^ p\)-stability of solutions of symmetric stochastic differential equations
• Stability of backward stochastic differential equations
• Semimartingale integral representation
• An extension of a theorem of K. Yamada to equations ``with memory
• Convergence in probability for perturbed stochastic integral equations
• Mean-variance hedging for discontinuous semimartingales.
• Stability results for martingale representations: The general case

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 Q4157738)