A comparison theorem for stochastic equations of optional semimartingales
From MaRDI portal
Publication:4584280
DOI10.1142/S0219493718500296zbMath1394.60041MaRDI QIDQ4584280
Mohamed N. Abdelghani, Alexander V. Melnikov
Publication date: 29 August 2018
Published in: Stochastics and Dynamics (Search for Journal in Brave)
comparison theoremstochastic differential equationsexistence and uniquenessnon-Lipschitz conditionstochastic integral equationsoptional semimartingalesladlag processes
Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Stochastic integral equations (60H20)
Related Items
Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition ⋮ On comparison theorem for optional SDEs via local times and applications ⋮ Well-posedness of a system of SDEs driven by jump random measures
Cites Work
- Calcul stochastique et problèmes de martingales
- Comparison theorems for stochastic differential equations in finite and infinite dimensions
- On a comparison theorem for solutions of stochastic differential equations and its applications
- On linear stochastic equations of optional semimartingales and their applications
- Financial Markets in the Context of the General Theory of Optional Processes
- Stochastic Integrals with Respect to Optional Semimartingales and Random Measures
- On Comparison Theorem and its Applications to Finance
- A Comparison Theorem for Stochastic Equations with Integrals with Respect to Martingales and Random Measures
- Optional supermartingales and the andersen-jessen theorem
- On the Existence of Optional Modifications for Martingales
- Stochastic differential equations: singularity of coefficients, regression models, and stochastic approximation
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item