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On the existence and unicity of solutions of stochastic integral equations. (English) Zbl 0343.60038

MSC:
60H05 Stochastic integrals
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[1] Dellacherie, C.: Capacités et Processus Stochastiques. Berlin-Heidelberg-New York: Springer 1972 · Zbl 0246.60032
[2] Doléans-Dade, C., Meyer, P. A.: Intégrales Stochastiques par rapport aux martingales locales. Lecture Notes in Math. 124, p. 77-107. Berlin-Heidelberg-New York: Springer 1970 · Zbl 0211.21901
[3] Kazamaki, N.: On a stochastic Integral Equation with respect to a Weak martingale. TÔhoku Math. J. 26, 53-63 (1974) · Zbl 0302.60036 · doi:10.2748/tmj/1178241233
[4] Gihman, I. I., Skorohod, A. V.: Stochastic Differential Equations. Berlin-Heidelberg-New York: Springer 1972 · Zbl 0242.60003
[5] McKean, Jr., H. P.: Stochastic Integrals. New York: Academic Press 1969
[6] Meyer, P. A.: Probabilités et Potentiel. Paris: Hermann 1966 · Zbl 0138.10402
[7] Protter, P. E.: On the Existence, Uniqueness, Convergence, and Explosions of solutions of Systems of Stochastic Integral Equations [to appear] · Zbl 0363.60044
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