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Protter, Philip

\(H^2\) stability of solutions of stochastic differential equations. (English) Zbl 0378.60042

Z. Wahrscheinlichkeitstheor. Verw. Geb. 44, 337-352 (1978).
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Cited in 7 Documents

MSC:

60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
46J15 Banach algebras of differentiable or analytic functions, \(H^p\)-spaces
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References:

[1] Doléans-Dade, C., On the Existence and Unicity of Solutions of Stochastic Integral Equations, Z. Wahrscheinlichkeitstheorie verw. Gebiete, 36, 93-101 (1976) · Zbl 0343.60038
[2] Doléans-Dade, C.; Meyer, P. A., Equations Différentielles Stochastiques, Lecture Notes in Math, 376-382 (1977), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0374.60080
[3] Emery, M., Perturbation d’equations différentielles stochastiques; intégrales multiplicatives, C.R. Acad. Sci. Paris, 285, 27-29 (1977) · Zbl 0379.60056
[4] Emery, M., Stabilite des Solutions des Equations Différentielles Stochastiques. Application aux Intégrales Multiplicatives Stochastiques, Z. Wahrscheinlichkeitstheorie verw. Gebiete, 41, 241-262 (1978) · Zbl 0351.60054
[5] Kazamaki, N., Changes of Time, Stochastic Integrals, and Weak Martingales, Z. Wahrscheinlichkeitstheorie verw. Geb., 22, 25-32 (1972) · Zbl 0213.19304
[6] McShane, E. J., Stochastic Differential Equations, J. Multivariate Anal., 5, 121-177 (1975) · Zbl 0323.60059
[7] Meyer, P. A., Un Cours sur les Intégrales Stochastiques, Lecture Notes in Math, 245-400 (1976), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0374.60070
[8] Meyer, P.A.: Inequalités de Normes pour les Intégrales Stochastiques. [To appear in Séminaire de Probabilités XII]. · Zbl 0382.60050
[9] Meyer, P. A., Sur un Théorème de C. Stricker, Lecture Notes in Math, 482-489 (1977), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0372.60060
[10] Protter, P., On the Existence, Uniqueness, Convergence and Explosions of Solutions of Systems of Stochastic Integral Equations, Ann. Probability, 5, 243-261 (1977) · Zbl 0363.60044
[11] Protter, P., Right-Continuous Solutions of Systems of Stochastic Integral Equations, J. Multivariate Anal., 7, 204-214 (1977) · Zbl 0363.60045
[12] Protter, P.: A Comparison of Stochastic Integrals. [To appear in Annals of Probability] · Zbl 0404.60062
[13] Stricker, C., Quasimartingales, martingales locales, semimartingales et filtration naturelle, Z. Wahrscheinlichkeitstheorie verw. Gebiete, 39, 55-63 (1977) · Zbl 0362.60069
[14] Wong, E.; Zakai, M., On the Convergence of Ordinary Integrals to Stochastic Integrals, Ann. Math. Statist., 36, 1560-1564 (1965) · Zbl 0138.11201
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