? 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)

Full work available at URL https://doi.org/10.1007/BF01013196

Mathematics Subject Classification ID

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

Cites work

• A comparison of stochastic integrals
• Changes of time, stochastic integrals, and weak martingales
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• scientific article; zbMATH DE number 3594380 (Why is no real title available?)
• 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
• Convergence in probability for perturbed stochastic integral equations
• An extension of a theorem of K. Yamada to equations ``with memory
• Semimartingale integral representation
• Mean-variance hedging for discontinuous semimartingales.
• Stability of backward stochastic differential equations
• Stability results for martingale representations: the general case

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