Stability of stochastic differential equations driven by general semimartingales
Słomiński Leszek
GDML_Books, (1996), p.

CONTENTS Introduction........................................................................................................5 0. Announcement of results...............................................................................7 1. Condition (UT).............................................................................................18 2. Weak convergence of solutions...................................................................26 3. Convergence in probability..........................................................................35 4. Stability of SDE's with past-dependent and non-Lipschitz coefficients.........43 5. Stability of Stratonovich SDE's.....................................................................49 6. Skorokhod problem, deterministic case........................................................59 7. Skorokhod problem, nondeterministic case..................................................67 8. SDE's with reflecting boundary.....................................................................74 9. Flows of SDE's with reflecting boundary.......................................................83 10. Numerical schemes for SDE's with reflecting boundary..............................87 Appendix A. Convergence in the Skorokhod topology J₁...............................103 Appendix B. (UT) and convergence of stochastic integrals............................106 Appendix C. Gronwall's lemma.......................................................................106 References....................................................................................................108 Index of symbols.............................................................................................112 Index of terms.................................................................................................113

1991 Mathematics Subject Classification: Primary 60H20, Secondary 60H99, 60F15.

EUDML-ID : urn:eudml:doc:275824 
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     author = {S\l omi\'nski Leszek},
     title = {Stability of stochastic differential equations driven by general semimartingales},
     series = {GDML\_Books},
     year = {1996},
     zbl = {0845.60065},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.zamlynska-60a1d0bf-5c41-4fe7-90ab-479bd5a9cd0c}
}

Słomiński Leszek. Stability of stochastic differential equations driven by general semimartingales. GDML_Books (1996),  http://gdmltest.u-ga.fr/item/bwmeta1.element.zamlynska-60a1d0bf-5c41-4fe7-90ab-479bd5a9cd0c/