scientific article; zbMATH DE number 883259

MaRDI QIDQ4879704zbMATH OpenFDO

Authors Yingchao Xie

Publication date 16 September 1996

zbMATH Keywords

martingale measurestabilitystochastic differential equations with respect to martingale measurestorage processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(4)

• A stability theorem for stochastic differential equations with application to storage processes, random walks and optimal stochastic control problems
• Convex analysis for sets of local martingales measures
• Weak convergence of hilbert valued martingale measures
• Stability theorem for stochastic differential equations with jumps

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