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On properties of strong solutions of stochastic equations with respect to semimartingales

 

作者: A. V. Mel'nikov,  

 

期刊: Stochastics  （Taylor Available online 1982）
卷期: Volume 8, issue 2  

页码: 103-119

 

ISSN:0090-9491

 

年代: 1982

 

DOI:10.1080/17442508208833231

 

出版商: Gordon and Breach Science Publishers Inc,

 

数据来源: Taylor

 

摘要:

The paper is devoted to strong solutions of stochastic integral equations with respect to semimartingales. We study existence (for non-Lipschitz coefficients) and asymptotic behaviour of strong solutions and obtain also a number of results on weak and square mean convergence of these solutions.

 

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