stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales
Vigirdas Mackevičius (1987)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
The search session has expired. Please query the service again.
Displaying similar documents to “Non-symmetric approximations for manifold-valued semimartingales”
stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales
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
Similarity:
On existence, uniqueness and stability of solutions of multidimensional SDE's with reflecting boundary conditions
Leszek Słomínski (1993)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations
Daniel Ocone, Etienne Pardoux (1989)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Stochastic heat equation with white-noise drift
E. Alòs, D. Nualart, F. Viens (2000)
Annales de l'I.H.P. Probabilités et statistiques
Similarity: