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JOURNALS // Matematicheskii Sbornik // Archive

Mat. Sb. (N.S.), 1979 Volume 110(152), Number 3(11), Pages 414–427 (Mi sm2463)

This article is cited in 4 papers

On the theory of stochastic equations in components of semimartingales

A. V. Melnikov


Abstract: The first part of the paper is devoted to the proof of the existence and uniqueness of strong solutions of stochastic equations in components of semimartingales with coefficients depending on the whole past.
In the second part variants of the comparison theorem are obtained for strong solutions of stochastic equations in semimartingales.
Bibliography: 16 titles.

UDC: 519.2

MSC: 60H20, 60G44

Received: 29.01.1979


 English version:
Mathematics of the USSR-Sbornik, 1981, 38:3, 381–394

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