scientific article; zbMATH DE number 3608906

MaRDI QIDQ4174031zbMATH OpenFDO

Authors Halim Doss, Erik Lenglart

Publication date 1978

Full work available at URL http://www.numdam.org/item?id=AIHPB_1978__14_2_189_0, https://eudml.org/doc/77087

zbMATH Keywords

Asymptotic BehaviourBrownian MotionComparison TheoremsLocal MartingalesLyapunov MethodPredictable Stopping TimeSemimartingale

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

Cites work

• Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales
• scientific article; zbMATH DE number 3505981 (Why is no real title available?)
• scientific article; zbMATH DE number 3543385 (Why is no real title available?)
• scientific article; zbMATH DE number 3560487 (Why is no real title available?)
• scientific article; zbMATH DE number 3576446 (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 3371394 (Why is no real title available?)
• scientific article; zbMATH DE number 3383329 (Why is no real title available?)
• scientific article; zbMATH DE number 3403582 (Why is no real title available?)
• scientific article; zbMATH DE number 3193939 (Why is no real title available?)
• On a comparison theorem for solutions of stochastic differential equations and its applications
• 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
• On the uniqueness of solutions of stochastic differential equations
• Right-continuous solutions of systems of stochastic integral equations
• Stabilit� des solutions des �quations diff�rentielles stochastiques application aux int�grales multiplicatives stochastiques
• Stochastic stability and the dirichlet problem
• Sur l'approximation des solutions d'�quations diff�rentielles stochastiques
• Transformation des martingales locales par changement absolument continu de probabilities

Cited in

(8)

• Comparison between solutions of SDEs and ODEs
• Nouveaux résultats concernant les petites perturbations de systèmes dynamiques. (New results concerning small perturbations of dynamical systems)
• Wishart processes
• Connection of the solution of a stochastic differential inclusion with the solution of an ordinary differential equation
• Strong comparison of solutions of one-dimensional stochastic differential equations
• On the strong comparison theorems for solutions of stochastic differential equations
• Existence of almost periodic solutions of stochastic differential equations with periodic coefficients
• Computation of the solutions of the Fokker-Planck equation for one and two DOF systems

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4174031)