On Strong Solutions of Itô Stochastic Equations with Jumps

Previous article Next article On Strong Solutions of Itô Stochastic Equations with JumpsA. Yu. VeretennikovA. Yu. Veretennikovhttps://doi.org/10.1137/1132019PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] Shintaro Nakao, On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations, Osaka J. Math., 9 (1972), 513–518 48:5182 0255.60039 Google Scholar[2] A. K. Zvonkin, A transformation of the phase space of a diffusion process that removes drift, Math. USSR Sb., 22 (1974), 129–149 0306.60049 CrossrefGoogle Scholar[3] A. Yu. Veretennikov, On strong solutions and explicit formulas for solutions of stochastic integral equations, Math. USSR Sb., 39 (1981), 387–403 0462.60063 CrossrefGoogle Scholar[4] M. L. Kleptsyna, On strong solutions of stochastic equations with degenerate coefficients, Theory Probab. Appl., 29 (1984), 403–407 10.1137/1129053 0601.60057 LinkGoogle Scholar[5] Yu. M. Kabanov, , R. Sh. Liptser and , A. N. Shiryaev, Absolute continuity and singularity of locally absolutely continuous probability distributions, I, Math. USSR Sb., 35 (1979), 631–680 0426.60039 CrossrefGoogle Scholar[6] S. Anulova and , G. Pragarauskas, Weak Markov solutions of stochastic equations, Litk. Math. J., 17 (1977), 141–155 0404.60065 CrossrefGoogle Scholar[7] I. I. Gikhman and , A. V. Skorokhod, Stochastic Differential Equations, Springer-Verlag, New York, Berlin, Heidelberg, 1972 0242.60003 CrossrefGoogle Scholar[8] Toshio Yamada and , Shinzo Watanabe, On the uniqueness of solutions of stochastic differential equations. , J. Math. Kyoto Univ., 11 (1971), 155–167 43:4150 0236.60037 CrossrefGoogle Scholar[9] A. K. Zvonkin and , N. V. Krylov, On strong solutions of stochastic differential equations, Proc. Seminar on the Theory of Random Processes (Dryskininkai, 1974), Part II, Inst. of Physics and Math. of the Lithuanian Academy of Sciences, Vilnyus, 1975, 9–88, (In Russian.) 0481.60062 Google Scholar[10] A. Yu. Veretennikov, Parabolic equations and stochastic equations of Itô with coefficients that are discontinuous with respect to time, Mat. Zametki, 31 (1982), 549–557, (In Russian.) 83m:35067 0563.60056 Google Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails Uniform Recurrence Properties of Controlled Diffusions and Applications to Optimal ControlAri Arapostathis and Vivek S. BorkarSIAM Journal on Control and Optimization, Vol. 48, No. 7 | 2 June 2010AbstractPDF (474 KB)Optimal Policies for n-Dimensional Singular Stochastic Control Problems Part I: The Skorokhod ProblemLukasz KrukSIAM Journal on Control and Optimization, Vol. 38, No. 5 | 26 July 2006AbstractPDF (205 KB)Optimal Control of Switching Diffusions with Application to Flexible Manufacturing SystemsMrinal K. Ghosh, Aristotle Arapostathis, and Steven I. MarcusSIAM Journal on Control and Optimization, Vol. 31, No. 5 | 1 August 2006AbstractPDF (2370 KB)Optimal control of switching diffusions modelling a flexible manufacturing systemStochastic Theory and Adaptive Control Cross Ref From piecewise deterministic to piecewise diffusion Markov processesProceedings of the 27th IEEE Conference on Decision and Control Cross Ref An optimal control problem arising in flexible manufacturing systems[1991] Proceedings of the 30th IEEE Conference on Decision and Control Cross Ref Volume 32, Issue 1| 1988Theory of Probability & Its Applications1-197 History Submitted:25 June 1985Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1132019Article page range:pp. 148-152ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics