A comparison theorem for semimartingales and its applications
Séminaire de probabilités de Strasbourg (1986)
- Volume: 20, page 349-351
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topYan, Jia-An. "A comparison theorem for semimartingales and its applications." Séminaire de probabilités de Strasbourg 20 (1986): 349-351. <http://eudml.org/doc/113554>.
@article{Yan1986,
author = {Yan, Jia-An},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {local martingale; local time; comparison theorem for stochastic differential equations},
language = {eng},
pages = {349-351},
publisher = {Springer - Lecture Notes in Mathematics},
title = {A comparison theorem for semimartingales and its applications},
url = {http://eudml.org/doc/113554},
volume = {20},
year = {1986},
}
TY - JOUR
AU - Yan, Jia-An
TI - A comparison theorem for semimartingales and its applications
JO - Séminaire de probabilités de Strasbourg
PY - 1986
PB - Springer - Lecture Notes in Mathematics
VL - 20
SP - 349
EP - 351
LA - eng
KW - local martingale; local time; comparison theorem for stochastic differential equations
UR - http://eudml.org/doc/113554
ER -
References
top- [1]. Ikeda ( N.) and Watanabe ( S.). Stochastic differential equations and diffusion processes. North Holland, Kodansha, 1981. Zbl0495.60005MR637061
- [2]. Le Gall ( J.F.). Applications du temps local aux équations différentielles stochastiques unidimensionnelles. Sém. Prob. XVII, Lect. Notes in M.986, p. 15-31. Springer-Verlag1982. Zbl0527.60062MR770393
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