Loading...
Please wait, while we are loading the content...
Application du théorème de Scorza Dragoni aux équations différentielles stochastiques
| Content Provider | Semantic Scholar |
|---|---|
| Author | Zanzotto, Pio Andrea |
| Copyright Year | 1987 |
| Abstract | On some filtered probability space ' t -+ let Z be a finite-dimensional semimartingale, which .1. admits a II-dominating process Q (see [MeP]) of the form expressed in ( 1 . 2 ) and let u be a "white" random measure (see (Me 2]) whose dual predictable projection satisf ies hypothesis ( 1. 4 ) . Let q=u-v . We consider the following stochastic differential equation the coefficients a,b are assumed to satisfy some boundedness assumptions and may depend on the whole path of X, in a predictable way. When a (c~, · , t) and b (w, · , t,x) are continuous on the Skorokhod space / endowed with the uniform topology, we show that existence of weak solutions for this equation can be proved in a "direct" way, by means of a technique similar to those used in [ Pe j and ( Z ) . ( ' ) Membre du groupe de recherche G.li.A.F.A. C.N.R. (Italie). |
| Starting Page | 59 |
| Ending Page | 83 |
| Page Count | 25 |
| File Format | PDF HTM / HTML |
| Volume Number | 90 |
| Alternate Webpage(s) | http://archive.numdam.org/article/ASCFPA_1987__90_6_59_0.pdf |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
