On the Uniqueness of a Solution to a Stochastic Differential Equation with Driving Martingale and Random Measure
V. A. Lebedev · Theory of Probability and Its Applications · 1986
Previous article Next article On the Uniqueness of a Solution to a Stochastic Differential Equation with Driving Martingale and Random MeasureV. A. LebedevV. A. Lebedevhttps://doi.org/10.1137/1130020PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] V. A. Lebedev, On the existence of weak solutions for stochastic differential equations with driving martingales and random measures, Stochastics, 9 (1983), 37–76 85b:60065 0513.60059 CrossrefGoogle Scholar[2] L. I. Gal'chuk, A change of variables formula, Mat. Zametki, 26 (1979), 633–642, 655, (In Russian.) 82c:60100 0437.60041 Google Scholar[3] Jean Jacod and , Jean Mémin, Weak and strong solutions of stochastic differential equations: existence and stabilityStochastic integrals (Proc. Sympos., Univ. Durham, Durham, 1980), Lecture Notes in Math., Vol. 851, Springer, Berlin, 1981, 169–212 83h:60062 0471.60066 CrossrefGoogle Scholar[4] Yasunori Okabe and , Akinobu Shimizu, On the pathwise uniqueness of solutions of stochastic differential equations, J. Math. Kyoto Univ., 15 (1975), 455–466 52:1886 0353.60055 CrossrefGoogle Scholar[5] V. A. Lebedev, On uniqueness of a relaxed solution of a system of stochastic differential equations, Theory Prob. Appl., 23 (1978), 147–155 0423.60052 LinkGoogle Scholar[6] V. A. Lebedev, On pathwise uniqueness of solutions of stochastic equations, 3rd Internal Vil'nyus Conference on Probability Theory and Mathematical Statistics. Summary of reports, Vol. II, Izd-vo AN LitSSR, Vil'nyus, 1981, 7–8, (In Russian.) Google Scholar[7] V. A. Lebedev, On a condition for uniqueness of a solution of a system of stochastic differential equations, Theory Prob. Appl., 21 (1976), 412–419 0367.60062 LinkGoogle Scholar[8] Jean Jacod, Une condition d'existence et d'unicité pour les solutions fortes d'équations différentielles stochastiques, Stochastics, 4 (1980/81), 23–38 82j:60105 0436.60044 CrossrefGoogle Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Volume 30, Issue 1| 1986Theory of Probability & Its Applications History Submitted:05 April 1982Published online:28 July 2006 InformationCopyright © 1986 © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1130020Article page range:pp. 169-174ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics