Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane

DOI10.1016/0304-4149(96)00057-9MaRDI QIDQ678376zbMATH OpenOpenAlexFDO

Authors Zongxia Liang, Ming-li Zheng

Publication date 17 April 1997

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(96)00057-9

zbMATH Keywords

Gronwall's inequalitytwo-parameter Ito's formulatwo-parameter stochastic differential equationtwo-parameter strong martingale

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

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Cites work

• An extension of stochastic integrals in the plane
• Differentiation formulas for stochastic integrals in the plane
• Estimate on moments of the solutions to stochastic differential equations in the plane
• Existence of strong solutions for stochastic differential equations in the plane
• scientific article; zbMATH DE number 3776594 (Why is no real title available?)
• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• scientific article; zbMATH DE number 123328 (Why is no real title available?)
• Predictable and dual predictable projections of two-parameter stochastic processes
• Stochastic integrals in the plane
• Weak martingales and stochastic integrals in the plane

Cited in

(15)

• Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane
• On the existence and uniqueness of solutions to stochastic differential equations of mixed Brownian and Poissonian sheet type.
• Properties of set-valued integrals and set-valued stochastic equations driven by two-parameter martingales
• On the \(p\)th moment estimates for the solution of stochastic differential equations
• scientific article; zbMATH DE number 4201295 (Why is no real title available?)
• Two-Parameter Fuzzy-Valued Stochastic Integrals and Equations
• scientific article; zbMATH DE number 4163831 (Why is no real title available?)
• Uniqueness theorem of solutions for stochastic differential equation in the plane
• Freidliln–Wentzell type estimates for solutions of hyperbolic SPDEs in Besov–Orlicz spaces and applications
• Set-valued stochastic integrals and equations with respect to two-parameter martingales
• Large deviations and functional law for solutions of hyperbolic stochastic partial differential equations
• On the properties of solutions to S.D.E. of mixed martingale and Poisson sheet type in the plane
• Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane
• On Filippov’s theorem for stochastic integral inclusions with mixed integrals in the plane
• Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic

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