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)


Local Time Probability Space Point Process Measurable Space Stochastic Differential Equation 
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  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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