A comparison theorem for stochastic equations of optional semimartingales
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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
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