Existence and Uniqueness of a Solution for Stochastic Equations with Respect to Semimartingales
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/1123091
Reference13 articles.
1. Stochastic Differential Equations
2. On the existence and unicity of solutions of stochastic integral equations
3. Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
4. Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales
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