SP STABILITY OF SOLUTIONS OF SYMMETRIC STOCHASTIC DIFFERENTIAL-EQUATIONS WITH DISCONTINUOUS DRIVING SEMIMARTINGALES

被引：0

作者：

MACKEVICIUS, V ^{[1
]}

机构：

[1] UNIV PARIS 06,PROBABIL LAB,F-75230 PARIS 05,FRANCE

来源：

ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 1987年 / 23卷 / 04期

关键词：

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：575 / 592

页数：18

共 50 条

[1] SP STABILITY OF SOLUTIONS OF SYMMETRICAL STOCHASTIC DIFFERENTIAL-EQUATIONS WITH DISCONTINUOUS DRIVING SEMIMARTINGALES
MACKEVICIUS, V
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1986, 302 (19): : 689 - 692
[2] APPROXIMATIONS OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL-EQUATIONS DRIVEN BY SEMIMARTINGALES
PROTTER, P
ANNALS OF PROBABILITY, 1985, 13 (03): : 716 - 743
[3] EXPONENTIAL STABILITY FOR STOCHASTIC DIFFERENTIAL-EQUATIONS WITH RESPECT TO SEMIMARTINGALES
MAO, XR
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1990, 35 (02) : 267 - 277
[4] EVENTUAL ASYMPTOTIC STABILITY FOR STOCHASTIC DIFFERENTIAL-EQUATIONS WITH RESPECT TO SEMIMARTINGALES
MAO, XR
QUARTERLY JOURNAL OF MATHEMATICS, 1990, 41 (161): : 71 - 77
[5] POLYNOMIAL STABILITY FOR PERTURBED STOCHASTIC DIFFERENTIAL-EQUATIONS WITH RESPECT TO SEMIMARTINGALES
MAO, XR
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1992, 41 (01) : 101 - 116
[6] Causal predictability and weak solutions of the stochastic differential equations with driving semimartingales?
Merkle, Ana
STATISTICS & PROBABILITY LETTERS, 2023, 197
[7] STABILITY OF STRONG SOLUTIONS OF STOCHASTIC DIFFERENTIAL-EQUATIONS
SLOMINSKI, L
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1989, 31 (02) : 173 - 202
[8] HP STABILITY OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL-EQUATIONS
PROTTER, P
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1978, 44 (04): : 337 - 352
[9] ALMOST SURE EXPONENTIAL STABILITY FOR DELAY STOCHASTIC DIFFERENTIAL-EQUATIONS WITH RESPECT TO SEMIMARTINGALES
MAO, XR
STOCHASTIC ANALYSIS AND APPLICATIONS, 1991, 9 (02) : 177 - 194
[10] STRATONOVICH STOCHASTIC DIFFERENTIAL-EQUATIONS DRIVEN BY GENERAL SEMIMARTINGALES
KURTZ, TG
PARDOUX, E
PROTTER, P
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 1995, 31 (02): : 351 - 377

← 1 2 3 4 5 →