? p stability of solutions of stochastic differential equations

DOI10.1007/BF01013196MaRDI QIDQ4157738zbMATH OpenFDO

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

• scientific article; zbMATH DE number 3579710 (Why is no real title available?)
• scientific article; zbMATH DE number 3583004 (Why is no real title available?)
• scientific article; zbMATH DE number 3583014 (Why is no real title available?)
• scientific article; zbMATH DE number 3591138 (Why is no real title available?)
• scientific article; zbMATH DE number 3594380 (Why is no real title available?)
• A comparison of stochastic integrals
• Changes of time, stochastic integrals, and weak martingales
• 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

(7)

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

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