? p stability of solutions of stochastic differential equations
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Publication:4157738
DOI10.1007/BF01013196zbMath0378.60042MaRDI QIDQ4157738
Publication date: 1978
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Banach algebras of differentiable or analytic functions, (H^p)-spaces (46J15)
Related Items (7)
Semimartingale integral representation ⋮ \(S^ p\)-stability of solutions of symmetric stochastic differential equations ⋮ Convergence in probability for perturbed stochastic integral equations ⋮ Stability of backward stochastic differential equations ⋮ An extension of a theorem of K. Yamada to equations ``with memory ⋮ Mean-variance hedging for discontinuous semimartingales. ⋮ Stability results for martingale representations: The general case
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