Strong solutions of stochastic differential equations for multiparameter processes

DOI10.1080/17442508608833381MaRDI QIDQ3721529zbMATH OpenOpenAlexFDO

Authors M.Dozzi, Madan L. Puri

Publication date 1986

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508608833381

zbMATH Keywords

Existencepossibility of explosionsquare integrable martingalesstabilityuniqueness

Mathematics Subject Classification ID

Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic stability in control theory (93E15)

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Cites work

• An Example of a Stochastic Differential Equation Having No Strong Solution
• Bimeasures and measures induced by planar stochastic integrators
• Calcul stochastique et problèmes de martingales
• 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 3628142 (Why is no real title available?)
• Ito's formula for continuous (N,d)-processes
• On regularity of multiparameter amarts and martingales
• Repr�sentation des martingales de carr� integrable relative aux processus de Wiener et de Poisson � n param�tres
• R�gions d'arr�t, localisations et prolongements de martingales
• Semi-martingales index�es par une partie de ?d et formule de lto. Cas continu
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• Weak martingales and stochastic integrals in the plane

Cited in

(10)

• On the existence and uniqueness of solutions to stochastic differential equations of mixed Brownian and Poissonian sheet type.
• Strong solutions of anticipating stochastic differential equations on the Poisson space
• On the strong and weak solutions of stochastic differential equations governing Bessel processes
• Strong solutions of semilinear stochastic partial differential equations
• Recent developments in stochastic differential equations
• scientific article; zbMATH DE number 3934138 (Why is no real title available?)
• scientific article; zbMATH DE number 3969794 (Why is no real title available?)
• Solutions statistiques fortes des équations différentielles stochastiques
• On strong solutions for positive definite jump diffusions
• Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane

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