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On strong solutions of stohastic equations with respect to semimartingales

  • Part I: General Theory
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Stochastic Differential Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 43))

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Authors and Affiliations

  1. Steklov Mathematical Institute, Moscow

    A. V. Melnikov

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  1. A. V. Melnikov
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M. Kohlmann N. Christopeit

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© 1982 Springer-Verlag

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Melnikov, A.V. (1982). On strong solutions of stohastic equations with respect to semimartingales. In: Kohlmann, M., Christopeit, N. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 43. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0044292

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  • DOI: https://doi.org/10.1007/BFb0044292

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12061-2

  • Online ISBN: 978-3-540-39518-8

  • eBook Packages: Springer Book Archive

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