Stratonovich stochastic differential equations driven by general semimartingales
Thomas G. Kurtz, Étienne Pardoux, Philip Protter (1995)
Annales de l'I.H.P. Probabilités et statistiques
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Displaying similar documents to “Invariant measures and a stability theorem for locally Lipschitz stochastic delay equations”
Stratonovich stochastic differential equations driven by general semimartingales
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Annales de l'I.H.P. Probabilités et statistiques
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General stochastic equations with jumps are studied. We provide criteria for the uniqueness and existence of strong solutions under non-Lipschitz conditions of Yamada–Watanabe type. The results are applied to stochastic equations driven by spectrally positive Lévy processes.
Stochastic differential equations with jumps.
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Andrzej Rozkosz, Leszek Słomiński (2000)
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Stability of semilinear equations with boundary and pointwise noise
Bohdan Maslowski (1995)
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
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