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Mathematics of the USSR-Sbornik, 1981, Volume 38, Issue 3, Pages 381–394
DOI: https://doi.org/10.1070/SM1981v038n03ABEH001338 (Mi sm2463) 		 
This article is cited in 4 scientific papers (total in 4 papers)

On the theory of stochastic equations in components of semimartingales

A. V. Melnikov
English version PDF (757 kB) Citations (4)
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DOI: https://doi.org/10.1070/SM1981v038n03ABEH001338
Abstract: The first part of the paper is devoted to the proof of the existence and uniqueness of strong solutions of stochastic equations in components of semimartingales with coefficients depending on the whole past.
In the second part variants of the comparison theorem are obtained for strong solutions of stochastic equations in semimartingales.
Bibliography: 16 titles.
Received: 29.01.1979
Russian version:
Matematicheskii Sbornik. Novaya Seriya, 1979, Volume 110(152), Number 3(11), Pages 414–427
Bibliographic databases:
UDC: 519.2
MSC: 60H20, 60G44
Language: English
Original paper language: Russian
Citation: A. V. Melnikov, “On the theory of stochastic equations in components of semimartingales”, Mat. Sb. (N.S.), 110(152):3(11) (1979), 414–427; Math. USSR-Sb., 38:3 (1981), 381–394
Citation in format AMSBIB
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\by A.~V.~Melnikov
\paper On the theory of stochastic equations in components of semimartingales
\jour Mat. Sb. (N.S.)
\yr 1979
\vol 110(152)
\issue 3(11)
\pages 414--427
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=554122}
\zmath{https://zbmath.org/?q=an:0462.60064|0435.60063}
\transl
\jour Math. USSR-Sb.
\yr 1981
\vol 38
\issue 3
\pages 381--394
\crossref{https://doi.org/10.1070/SM1981v038n03ABEH001338}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1981LP24300004}
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  • https://doi.org/10.1070/SM1981v038n03ABEH001338
  • https://www.mathnet.ru/eng/sm/v152/i3/p414
    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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    Abstract page:301
    Russian version PDF:110
    English version PDF:14
    References:52
     
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