On Stratonovich Integral Equations Driven by Continuous p -Semimartingales

• Autores: K. Kubilius
• Localización: Acta applicandae mathematicae, ISSN 0167-8019, Vol. 97, Nº. 1-3, 2007, págs. 1-13
• Idioma: inglés
• DOI: 10.1007/s10440-007-9141-y
• Texto completo no disponible (Saber más ...)
• Resumen

  • 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.