On properties of strong solutions of stochastic equations with respect to semimartingales
- 1 January 1982
- journal article
- research article
- Published by Taylor & Francis in Stochastics
- Vol. 8 (2) , 103-119
- https://doi.org/10.1080/17442508208833231
Abstract
The paper is devoted to strong solutions of stochastic integral equations with respect to semimartingales. We study existence (for non-Lipschitz coefficients) and asymptotic behaviour of strong solutions and obtain also a number of results on weak and square mean convergence of these solutions.Keywords
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