S p stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales

Vigirdas Mackevičius

Annales de l'I.H.P. Probabilités et statistiques (1987)

  • Volume: 23, Issue: 4, page 575-592
  • ISSN: 0246-0203

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Mackevičius, Vigirdas. "$S^p$ stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales." Annales de l'I.H.P. Probabilités et statistiques 23.4 (1987): 575-592. <http://eudml.org/doc/77305>.

@article{Mackevičius1987,
author = {Mackevičius, Vigirdas},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {stability; stochastic integral equation; cadlag semi-martingale},
language = {eng},
number = {4},
pages = {575-592},
publisher = {Gauthier-Villars},
title = {$S^p$ stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales},
url = {http://eudml.org/doc/77305},
volume = {23},
year = {1987},
}

TY - JOUR
AU - Mackevičius, Vigirdas
TI - $S^p$ stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1987
PB - Gauthier-Villars
VL - 23
IS - 4
SP - 575
EP - 592
LA - eng
KW - stability; stochastic integral equation; cadlag semi-martingale
UR - http://eudml.org/doc/77305
ER -

References

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