@article{AIHPB_1987__23_4_575_0,
author = {Mackevi\v{c}ius, Vigirdas},
title = {$S^p$ stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales},
journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
pages = {575--592},
year = {1987},
publisher = {Gauthier-Villars},
volume = {23},
number = {4},
mrnumber = {928004},
zbl = {0636.60057},
language = {en},
url = {https://www.numdam.org/item/AIHPB_1987__23_4_575_0/}
}
TY - JOUR AU - Mackevičius, Vigirdas TI - $S^p$ stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales JO - Annales de l'I.H.P. Probabilités et statistiques PY - 1987 SP - 575 EP - 592 VL - 23 IS - 4 PB - Gauthier-Villars UR - https://www.numdam.org/item/AIHPB_1987__23_4_575_0/ LA - en ID - AIHPB_1987__23_4_575_0 ER -
%0 Journal Article %A Mackevičius, Vigirdas %T $S^p$ stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales %J Annales de l'I.H.P. Probabilités et statistiques %D 1987 %P 575-592 %V 23 %N 4 %I Gauthier-Villars %U https://www.numdam.org/item/AIHPB_1987__23_4_575_0/ %G en %F AIHPB_1987__23_4_575_0
Mackevičius, Vigirdas. $S^p$ stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales. Annales de l'I.H.P. Probabilités et statistiques, Tome 23 (1987) no. 4, pp. 575-592. https://www.numdam.org/item/AIHPB_1987__23_4_575_0/
[1] , Sur quelques types d'approximations des solutions d'équations différentielles stochastiques, Thèse, Université de Rennes, 1974.
[2] and , Probabilités et Potentiel, Hermann, Paris, 1980. | MR
[3] , Liens entre équations différentielles stochastiques et ordinaires, Ann. Inst. Henri Poincaré, T. 13, n° 2, 1977, pp. 99-125. | Zbl | MR | Numdam
[4] , Stabilité des solutions des equations différentielles stochastiques: application aux intégrales multiplicatives stochastiques, Z. Wahrsch. v. Geb., T. 41, No. 3, 1978, pp. 241-262. | Zbl | MR
[5] , Equations différentielles lipschitziennes: étude de la stabilité, Lect. Notes in Mathematics, T. 721, 1979, pp. 281-293. | Zbl | MR | Numdam
[6] and , Smooth Representation of Systems with Differentiated Inputs, I.E.E.E. Trans. Aut. Control, T. AC-23, 1978, pp. 16-21. | Zbl | MR
[7] and , Stochastic Evolution Equations and Densities of the Conditional Distributions, Lect. Notes in Control and Inf. Sc., T. 49, 1984, pp. 49-88. | Zbl | MR
[8] , and , A Class of Approximations of Brownian Motion, Publ. Res. Inst. Math. Sc., T. 13, No. 1, 1977, pp. 285-300. | Zbl | MR
[9] and , Stochastic Differential Equations and Diffusion Processes, North Holland-Kodansha, Amsterdam-Tokyo, 1981. | Zbl | MR
[10] , On Wong-Zakai Approximation of Stochastic Differential Equations, J. Multivariate Anal, T. 13, No. 4, 1983, pp. 605-611. | Zbl | MR
[11] , A Formal Approach to Stochastic Integration and Differential Equations, Stochastics, T. 3, 1979, pp. 105-125. | Zbl | MR
[12] , Sp Stability of Solutions of Symmetric Stochastic Differential Equations, Lietuvos Matematikos Rinkinys, T. 25, No. 4, 1985, pp. 72-84 (in Russian). English translation to appear in Lithuanian Math. J. | Zbl | MR
[13] , Modeling and Approximation of Stochastic Differential Equations Driven by Semimartingales, Stochastics, T. 4, No. 3, 1981, pp. 223-245. | Zbl | MR
[14] , Stochastic Calculus and Stochastic Models, Academic Press, New York, 1974. | Zbl | MR
[15] , Stochastic Differential Equations, J. Multivariate Anal., T. 5, 1975, pp. 121-177. | Zbl | MR
[16] and , Stochastic Integration, Academic Press, New York, 1980. | Zbl | MR
[17] and , On a Stopped Doob's Inequality and General Stochastic Equations, Ann. Probab., T. 8, No. 1, 1980, pp. 96-114. | Zbl | MR
[18] , Un cours sur les intégrales stochastiques, Lect. Notes in Math., T. 511, 1976, pp. 245-400. | Zbl | MR | Numdam
[19] , Inégalités de normes pour les intégrales stochastiques, Lect. Notes in Math., T. 649, 1978, pp. 757-762. | Zbl | MR | Numdam
[20] and , Approximation Theorem on Stochastic Differential Equations, Proc. Internat. Symp., S.D.E., Kyotô, 1976, pp. 283-296. | Zbl | MR
[21] , Hp Stability of Solutions of Stochastic Differential Equations, Z. Wahrsch. v. Geb., T. 44, 1978, pp. 337-352. | Zbl | MR
[22] , Approximations of Solutions of Stochastic Differential Equations Driven by Semimartingales, Ann. Probab., T. 13, No. 3, 1985, pp. 716-743. | Zbl | MR
[23] , On the Gap Between Deterministic and Stochastic Ordinary Differential Equations, Ann. Probab., T. 6, 1978, pp. 19-41. | Zbl | MR
[24] and , On the Convergence of Ordinary Integrals to Stochastic Integrals, Ann. Math. Statist., T. 36, No. 5, 1965, pp. 1560-1564. | Zbl | MR






