On the existence of weak solutions for stochastic differential equations with driving martingales and random measures-Reference-Cited by-同舟云学术

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On the existence of weak solutions for stochastic differential equations with driving martingales and random measures

Published:1983-01 Issue:1-2 Volume:9 Page:37-76
ISSN:0090-9491
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Lebedev V. A.

Publisher

Informa UK Limited

Link

http://www.tandfonline.com/doi/pdf/10.1080/17442508308833247

Reference12 articles.

1. On the existence of a solution of the stochastic equation with respect to a martingale and a random measure

2. Existence of weak solutions for stochastic differential equations with driving semimartingales

3. On the predictable jumps of martingales

Cited by 14 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Causal predictability and weak solutions of the stochastic differential equations with driving semimartingales;Statistics & Probability Letters;2023-06

2. Predictability and uniqueness of weak solutions of the stochastic differential equations;AN STI U OVID CO-MAT;2023

3. On the existence of semimartingales with continuous characteristics;Stochastics;2019-09-08

4. Statistical causality, martingale problems and local uniqueness;Stochastics;2017-04-18

5. Weak and strong solutions of general stochastic models;Electronic Communications in Probability;2014-01-01

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