scientific article; zbMATH DE number 3637058

MaRDI QIDQ4197145zbMATH OpenFDO

Authors Jean Jacod

Publication date 1979

zbMATH Keywords

Local MartingaleRandom MeasuresStochastic Differential Equations

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Random measures (60G57) Stochastic integral equations (60H20)

Cited in

(6)

• Small deviations of Gaussian process
• On stochastic control for time changed Lévy dynamics
• Strong uniqueness of solution of stochastic integral equations for semimartingale components
• BSDEs driven by time-changed Lévy noises and optimal control
• Weak and strong solutions of stochastic differential equations
• Necessary conditions for optimal singular stochastic control problems

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