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On the pathwise uniqueness Of solutions of stochastic integral equations driven by martingales

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Part of the Lecture Notes in Mathematics book series (LNM,volume 1021)

Keywords

  • Strong Solution
  • Random Measure
  • Separable Hilbert Space
  • Stochastic Integral
  • Local Martingale

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References

  1. T. Yamada, Watanabe S. On the uniqueness of solutions of stochastic differential equations, J. Math. Kyoto Univ., 1971, v.11, N1, 155–167.

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© 1983 Springer-Verlag Berlin Heidelberg

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Galčuk, I.I. (1983). On the pathwise uniqueness Of solutions of stochastic integral equations driven by martingales. In: Prokhorov, J.V., Itô, K. (eds) Probability Theory and Mathematical Statistics. Lecture Notes in Mathematics, vol 1021. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0072911

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  • DOI: https://doi.org/10.1007/BFb0072911

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12718-5

  • Online ISBN: 978-3-540-38701-5

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