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A comparison theorem for semimartingales and its applications

  • Yan Jia-an
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 1204)

Keywords

Local Time Probability Space Point Process Measurable Space Stochastic Differential Equation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

  1. [1].
    IKEDA (N.) and WATANABE (S.). Stochastic differential equations and diffusion processes. North Holland, Kodansha, 1981.zbMATHGoogle Scholar
  2. [2].
    LE GALL (J.F.). Applications du temps local aux équations différentielles stochastiques unidimensionnelles. Sém. Prob. XVII, Lect. Notes in M. 986, p. 15–31. Springer-Verlag 1982.Google Scholar

Copyright information

© Springer-Verlag 1986

Authors and Affiliations

  • Yan Jia-an
    • 1
  1. 1.Institute of Applied MathematicsAcademia SinicaBeijingChina

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