@article{AIHPB_1987__23_4_575_0, author = {Mackevi\v cius, Vigirdas}, title = {$S^p$ stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, volume = {23}, year = {1987}, pages = {575-592}, mrnumber = {928004}, zbl = {0636.60057}, language = {en}, url = {http://dml.mathdoc.fr/item/AIHPB_1987__23_4_575_0} }
Mackevičius, Vigirdas. $S^p$ stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales. Annales de l'I.H.P. Probabilités et statistiques, Tome 23 (1987) pp. 575-592. http://gdmltest.u-ga.fr/item/AIHPB_1987__23_4_575_0/
[1] Sur quelques types d'approximations des solutions d'équations différentielles stochastiques, Thèse, Université de Rennes, 1974.
,[2] Probabilités et Potentiel, Hermann, Paris, 1980. | MR 488194
and ,[3] Liens entre équations différentielles stochastiques et ordinaires, Ann. Inst. Henri Poincaré, T. 13, n° 2, 1977, pp. 99-125. | Numdam | MR 451404 | Zbl 0359.60087
,[4] Stabilité des solutions des equations différentielles stochastiques: application aux intégrales multiplicatives stochastiques, Z. Wahrsch. v. Geb., T. 41, No. 3, 1978, pp. 241-262. | MR 464400 | Zbl 0351.60054
,[5] Equations différentielles lipschitziennes: étude de la stabilité, Lect. Notes in Mathematics, T. 721, 1979, pp. 281-293. | Numdam | MR 544801 | Zbl 0408.60064
,[6] Smooth Representation of Systems with Differentiated Inputs, I.E.E.E. Trans. Aut. Control, T. AC-23, 1978, pp. 16-21. | MR 482999 | Zbl 0376.93024
and ,[7] Stochastic Evolution Equations and Densities of the Conditional Distributions, Lect. Notes in Control and Inf. Sc., T. 49, 1984, pp. 49-88. | MR 799933 | Zbl 0513.60058
and ,[8] A Class of Approximations of Brownian Motion, Publ. Res. Inst. Math. Sc., T. 13, No. 1, 1977, pp. 285-300. | MR 458587 | Zbl 0391.60055
, and ,[9] Stochastic Differential Equations and Diffusion Processes, North Holland-Kodansha, Amsterdam-Tokyo, 1981. | MR 637061 | Zbl 0495.60005
and ,[10] On Wong-Zakai Approximation of Stochastic Differential Equations, J. Multivariate Anal, T. 13, No. 4, 1983, pp. 605-611. | MR 727043 | Zbl 0535.60053
,[11] A Formal Approach to Stochastic Integration and Differential Equations, Stochastics, T. 3, 1979, pp. 105-125. | MR 553908 | Zbl 0435.60051
,[12] Sp Stability of Solutions of Symmetric Stochastic Differential Equations, Lietuvos Matematikos Rinkinys, T. 25, No. 4, 1985, pp. 72-84 (in Russian). English translation to appear in Lithuanian Math. J. | MR 823204 | Zbl 0659.60086
,[13] Modeling and Approximation of Stochastic Differential Equations Driven by Semimartingales, Stochastics, T. 4, No. 3, 1981, pp. 223-245. | MR 605630 | Zbl 0456.60064
,[14] Stochastic Calculus and Stochastic Models, Academic Press, New York, 1974. | MR 443084 | Zbl 0292.60090
,[15] Stochastic Differential Equations, J. Multivariate Anal., T. 5, 1975, pp. 121-177. | MR 373006 | Zbl 0323.60059
,[16] Stochastic Integration, Academic Press, New York, 1980. | MR 578177 | Zbl 0463.60004
and ,[17] On a Stopped Doob's Inequality and General Stochastic Equations, Ann. Probab., T. 8, No. 1, 1980, pp. 96-114. | MR 556417 | Zbl 0426.60059
and ,[18] Un cours sur les intégrales stochastiques, Lect. Notes in Math., T. 511, 1976, pp. 245-400. | Numdam | MR 501332 | Zbl 0374.60070
,[19] Inégalités de normes pour les intégrales stochastiques, Lect. Notes in Math., T. 649, 1978, pp. 757-762. | Numdam | MR 520043 | Zbl 0382.60050
,[20] Approximation Theorem on Stochastic Differential Equations, Proc. Internat. Symp., S.D.E., Kyotô, 1976, pp. 283-296. | MR 536015 | Zbl 0443.60051
and ,[21] Hp Stability of Solutions of Stochastic Differential Equations, Z. Wahrsch. v. Geb., T. 44, 1978, pp. 337-352. | MR 509206 | Zbl 0378.60042
,[22] Approximations of Solutions of Stochastic Differential Equations Driven by Semimartingales, Ann. Probab., T. 13, No. 3, 1985, pp. 716-743. | MR 799419 | Zbl 0578.60055
,[23] On the Gap Between Deterministic and Stochastic Ordinary Differential Equations, Ann. Probab., T. 6, 1978, pp. 19-41. | MR 461664 | Zbl 0391.60056
,[24] On the Convergence of Ordinary Integrals to Stochastic Integrals, Ann. Math. Statist., T. 36, No. 5, 1965, pp. 1560-1564. | MR 195142 | Zbl 0138.11201
and ,