Existence and Uniqueness of a Solution for Stochastic Equations with Respect to Semimartingales

Previous article Next article Existence and Uniqueness of a Solution for Stochastic Equations with Respect to SemimartingalesL. I. Gal’chukL. I. Gal’chukhttps://doi.org/10.1137/1123091PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] A. V. Skorokhod, Studies in the theory of random processes, Translated from the Russian by Scripta Technica, Inc, Addison-Wesley Publishing Co., Inc., Reading, Mass., 1965viii+199 MR0185620 0146.37701 Google Scholar[2] I. I. Gikhman and , A. V. Skorokhod, Stochastic Differential Equations, Springer-Verlag, New York–Heidelberg, 1972 0242.60003 CrossrefGoogle Scholar[3] Catherine Doléans-Dade, On the existence and unicity of solutions of stochastic integral equations, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete, 36 (1976), 93–101 MR0413270 0343.60038 CrossrefGoogle Scholar[4] Jean Jacod, Multivariate point processes: predictable projection, Radon-Nikodým derivatives, representation of martingales, Z. 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