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

[31] RATE OF DECAY FOR SOLUTIONS OF STOCHASTIC DIFFERENTIAL-EQUATIONS
GARD, TC
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1977, 61 (01) : 142 - 150
[32] NOTE ON STOCHASTIC DIFFERENTIAL-EQUATIONS WITH MARKOV SOLUTIONS
JACOD, J
PROTTER, P
LECTURE NOTES IN MATHEMATICS, 1991, 1485 : 138 - 139
[33] MOMENT INEQUALITIES OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL-EQUATIONS
LEBEDEV, VA
VESTNIK MOSKOVSKOGO UNIVERSITETA SERIYA 1 MATEMATIKA MEKHANIKA, 1986, (04): : 3 - 10
[34] ON THE STRONG SOLUTIONS OF SOME STOCHASTIC DIFFERENTIAL-EQUATIONS
TUDOR, C
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1984, 299 (04): : 117 - 120
[35] ON THE SUCCESSIVE APPROXIMATION OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL-EQUATIONS
YAMADA, T
JOURNAL OF MATHEMATICS OF KYOTO UNIVERSITY, 1981, 21 (03): : 501 - 515
[36] STABILITY OF STOCHASTIC DIFFERENTIAL-EQUATIONS IN HILBERT SPACES
PELLAUMAIL, J
COMPTES RENDUS HEBDOMADAIRES DES SEANCES DE L ACADEMIE DES SCIENCES SERIE A, 1979, 288 (02): : 157 - 160
[37] STABILITY THEOREM FOR STOCHASTIC DIFFERENTIAL-EQUATIONS WITH JUMPS
KASAHARA, Y
YAMADA, K
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1991, 38 (01) : 13 - 32
[38] ON EXISTENCE AND STABILITY OF WEAK SOLUTIONS OF MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL-EQUATIONS WITH MEASURABLE COEFFICIENTS
ROZKOSZ, A
SLOMINSKI, L
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1991, 37 (02) : 187 - 197
[39] Attraction and stochastic asymptotic stability and boundedness of stochastic functional differential equations with respect to semimartingales
Yuan, Chenggui
Mao, Xuerong
STOCHASTIC ANALYSIS AND APPLICATIONS, 2006, 24 (06) : 1169 - 1184
[40] DIFFERENTIAL-EQUATIONS WITH DISCONTINUOUS NONLINEARITIES
STUART, CA
ARCHIVE FOR RATIONAL MECHANICS AND ANALYSIS, 1977, 63 (01) : 59 - 75

← 1 2 3 4 5 →