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Teoriya Veroyatnostei i ee Primeneniya, 1983, Volume 28, Issue 3, Pages 579–583
(Mi tvp2203)
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Short Communications
On the regularity of a solution of a stochastic equation with respect to a martingale and a random measure
V. A. Lebedev Moscow
Abstract:
We find a sufficient condition for the regularity of the solution of equation (2) under the assumption that this solution exists in each bounded (in $x\in R^d$) domain of $R_+\times R^d$.
Received: 09.04.1980
Citation:
V. A. Lebedev, “On the regularity of a solution of a stochastic equation with respect to a martingale and a random measure”, Teor. Veroyatnost. i Primenen., 28:3 (1983), 579–583; Theory Probab. Appl., 28:3 (1984), 610–615
Linking options:
https://www.mathnet.ru/eng/tvp2203 https://www.mathnet.ru/eng/tvp/v28/i3/p579
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Abstract page: | 135 | Full-text PDF : | 72 |
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