Two results about the vector stochastic integrals with respect to semimartingales

被引：0

作者：

Qu, Tian-Xing ^{[1
]}

Jin, Zhi-Ming ^{[1
]}

机构：

[1] College of Science, National Univ. of Defense Technology, Changsha 410073, China

来源：

Guofang Keji Daxue Xuebao/Journal of National University of Defense Technology | 2008年 / 30卷 / 02期

关键词：

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

页码：135 / 138

共 50 条

[21] ON PROPERTIES OF STRONG SOLUTIONS OF STOCHASTIC EQUATIONS WITH RESPECT TO SEMIMARTINGALES.
Mel'nikov, A.V.
Stochastics, 1982, 8 (02): : 103 - 119
[22] 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
[23] EVENTUAL ASYMPTOTIC STABILITY FOR STOCHASTIC DIFFERENTIAL-EQUATIONS WITH RESPECT TO SEMIMARTINGALES
MAO, XR
QUARTERLY JOURNAL OF MATHEMATICS, 1990, 41 (161): : 71 - 77
[24] A new proof for comparison theorems for stochastic differential inequalities with respect to semimartingales
Ding, XD
Wu, RQ
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1998, 78 (02) : 155 - 171
[25] POLYNOMIAL STABILITY FOR PERTURBED STOCHASTIC DIFFERENTIAL-EQUATIONS WITH RESPECT TO SEMIMARTINGALES
MAO, XR
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1992, 41 (01) : 101 - 116
[26] A new proof for comparison theorems for stochastic differential inequalities with respect to semimartingales
Stoch. Processes Appl., 2 (155-171):
[27] Stochastic integrals with respect to consistent random measures
Dorogovtsev A.A.
Ukrainian Mathematical Journal, 2000, 52 (8) : 1215 - 1229
[28] ON EXTENDED STOCHASTIC INTEGRALS WITH RESPECT TO LEVY PROCESSES
Kachanovsky, N. A.
CARPATHIAN MATHEMATICAL PUBLICATIONS, 2013, 5 (02) : 256 - 278
[29] STOCHASTIC INTEGRATION WITH RESPECT TO ARBITRARY COLLECTIONS OF CONTINUOUS SEMIMARTINGALES AND APPLICATIONS TO MATHEMATICAL FINANCE
Kardaras, Constantinos
ANNALS OF APPLIED PROBABILITY, 2024, 34 (03): : 2566 - 2599
[30] Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales
Michta, Mariusz
Swiatek, Kamil Lukasz
STOCHASTIC ANALYSIS AND APPLICATIONS, 2015, 33 (01) : 40 - 66

← 1 2 3 4 5 →