Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition
DOI10.1080/17442508.2019.1602129zbMATH Open1490.60194OpenAlexW2936677704WikidataQ128051906 ScholiaQ128051906MaRDI QIDQ5086474FDOQ5086474
Authors: Mohamed N. Abdelghani, Alexander Melnikov 
Publication date: 5 July 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2019.1602129
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Cited In (10)
- On reflected stochastic differential equations driven by regulated semimartingales
- Existence and uniqueness of martingale solutions to option pricing equations with noise
- On linear stochastic equations of optional semimartingales and their applications
- On comparison theorem for optional SDEs via local times and applications
- Parameter estimation in optional semimartingale regression models
- On reflection with two-sided jumps
- Title not available (Why is that?)
- SDEs with two reflecting barriers driven by optional processes with regulated trajectories
- A comparison theorem for stochastic equations of optional semimartingales
- Title not available (Why is that?)
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