Ayuda
Ir al contenido

Dialnet


Resumen de On Stratonovich Integral Equations Driven by Continuous p -Semimartingales

K. Kubilius

  • We obtain conditions under which a Stratonovich integral equation driven by a continuous p-semimartingale has a weak solution and a unique strong solution-measure. Generalization of the Wong¿Zakai theorem and the convergence rate of the corresponding approximation are given.


Fundación Dialnet

Dialnet Plus

  • Más información sobre Dialnet Plus