On the existence and unicity of solutions of stochastic integral equations-Reference-Cited by-同舟云学术

On the existence and unicity of solutions of stochastic integral equations

Published:1976 Issue:2 Volume:36 Page:93-101
ISSN:0044-3719
Container-title:Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete
language:en
Short-container-title:Z. Wahrscheinlichkeitstheorie verw Gebiete

Author:

Dol�ans-Dade Catherine

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Link

http://link.springer.com/content/pdf/10.1007/BF00533992.pdf

Reference7 articles.

1. Dellacherie, C.: Capacités et Processus Stochastiques. Berlin-Heidelberg-New York: Springer 1972

2. Doléans-Dade, C., Meyer, P. A.: Intégrales Stochastiques par rapport aux martingales locales. Lecture Notes in Math. 124, p. 77?107. Berlin-Heidelberg-New York: Springer 1970

3. Kazamaki, N.: On a stochastic Integral Equation with respect to a Weak martingale. TÔhoku Math. J. 26, 53?63 (1974)

4. Gihman, I. I., Skorohod, A. V.: Stochastic Differential Equations. Berlin-Heidelberg-New York: Springer 1972

5. McKean, Jr., H. P.: Stochastic Integrals. New York: Academic Press 1969

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