On Klotz's result on the asymptotic efficiency for the signed rank tests
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Nguyen Van Ho (1976)
Aplikace matematiky
Marek T. Malinowski, Ravi P. Agarwal (2017)
Czechoslovak Mathematical Journal
We analyse multivalued stochastic differential equations driven by semimartingales. Such equations are understood as the corresponding multivalued stochastic integral equations. Under suitable conditions, it is shown that the considered multivalued stochastic differential equation admits at least one solution. Then we prove that the set of all solutions is closed and bounded.
Hisao Watanabe (1973)
Studia Mathematica
Dorogovtsev, A.Ya., Trofimchuk, O.Yu. (2001)
Journal of Applied Mathematics and Stochastic Analysis
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