Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane-Reference-Cited by-同舟云学术

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Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane

Published:1996-07 Issue:2 Volume:62 Page:263-276
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Liang Zong-xia,Zheng Ming-li

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference10 articles.

1. Stochastic integral in the plane;Cairoli;Acta Math.,1975

2. Martingales continues a deux parametres;Chevalier;Bull.Sc.Math.,1982

3. Stochastic Differential Equations and Diffusion Processes;Ikeda,1981

4. The existence and uniqueness of solutions for S.D.E. in the plane;Nie;Appl. Math. J. Chinese Univ.,1987

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1. Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane;Stochastic Analysis and Applications;2022-11-26

2. Properties of set-valued integrals and set-valued stochastic equations driven by two-parameter martingales;Journal of Mathematical Analysis and Applications;2020-05

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4. Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales;Stochastic Analysis and Applications;2014-12-06

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